The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 50,739 240,802 SH   DFND 1 0 202,790 0
51JOB INC SP ADR REP COM 316827104 22,249 288,980 SH   DFND 6 0 288,980 0
51JOB INC SP ADR REP COM 316827104 3,683 47,842 SH   DFND 4 0 47,842 0
58 COM INC SPON ADR REP A 31680Q104 7,516 102,115 SH   DFND 6 0 204,230 0
58 COM INC SPON ADR REP A 31680Q104 50,188 681,900 SH   DFND 2 0 1,009,318 0
ABBOTT LABS COM 002824100 27,341 372,695 SH   DFND 2 0 372,695 0
ABBOTT LABS COM 002824100 18,034 245,826 SH   DFND 6 0 245,826 0
ABBOTT LABS COM 002824100 41,796 569,745 SH   DFND 1 0 199,031 0
ABBOTT LABS COM 002824100 4,783 65,203 SH   DFND 5 0 65,203 0
ABBVIE INC COM 00287Y109 26,025 275,197 SH   DFND 1 0 254,228 0
ABIOMED INC COM 003654100 5,905 13,130 SH   DFND 6 0 13,130 0
ABIOMED INC COM 003654100 1,122 2,494 SH   DFND 1 0 2,494 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 54,524 320,350 SH   DFND 1 0 282,450 0
ACTIVISION BLIZZARD INC COM 00507V109 32,480 390,437 SH   DFND 5 0 390,437 0
ACTIVISION BLIZZARD INC COM 00507V109 2,570 30,899 SH   DFND 1 0 30,899 0
ACTIVISION BLIZZARD INC COM 00507V109 4,494 54,017 SH   DFND 6 0 54,017 0
ACUITY BRANDS INC COM 00508Y102 443 2,819 SH   DFND 1 0 2,819 0
ADOBE SYS INC COM 00724F101 54,515 201,943 SH   DFND 1 0 89,494 0
ADVANCE AUTO PARTS INC COM 00751Y106 241 1,429 SH   DFND 1 0 1,429 0
ADVANCED MICRO DEVICES INC COM 007903107 30,071 973,477 SH   DFND 6 0 973,477 0
ADVANCED MICRO DEVICES INC COM 007903107 2,246 72,713 SH   DFND 1 0 72,713 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 7,762 2,000,000 PRN   DFND 1 0 2,000,000 0
AERCAP HOLDINGS NV SHS N00985106 5,066 88,067 SH   DFND 1 0 82,327 0
AES CORP COM 00130H105 9,486 677,590 SH   DFND 1 0 443,061 0
AETNA INC NEW COM 00817Y108 30,896 152,308 SH   DFND 1 0 29,201 0
AFFILIATED MANAGERS GROUP COM 008252108 3,363 24,595 SH   DFND 1 0 22,446 0
AFLAC INC COM 001055102 18,208 386,820 SH   DFND 1 0 324,520 0
AGILENT TECHNOLOGIES INC COM 00846U101 20,638 292,568 SH   DFND 1 0 236,289 0
AGIOS PHARMACEUTICALS INC COM 00847X104 19,313 250,423 SH   DFND 6 0 245,951 0
AGNC INVT CORP COM 00123Q104 2,994 160,710 SH   DFND 1 0 159,614 0
AGNICO EAGLE MINES LTD COM 008474108 245 7,177 SH   DFND 1 0 7,177 0
AIR PRODS & CHEMS INC COM 009158106 11,260 67,407 SH   DFND 1 0 67,070 0
AK STL HLDG CORP COM 001547108 238 48,583 SH   DFND 1 0 48,583 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,826 65,977 SH   DFND 6 0 65,977 0
AKAMAI TECHNOLOGIES INC COM 00971T101 338 4,623 SH   DFND 1 0 4,623 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 23,648 23,800,000 PRN   DFND 1 0 19,283,495 0
ALASKA AIR GROUP INC COM 011659109 298 4,329 SH   DFND 1 0 4,329 0
ALBEMARLE CORP COM 012653101 24,923 249,781 SH   DFND 5 0 249,781 0
ALBEMARLE CORP COM 012653101 613 6,144 SH   DFND 1 0 6,144 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 1,767 1,650,000 PRN   DFND 1 0 1,650,000 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 303 2,412 SH   DFND 1 0 2,412 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,280 9,206 SH   DFND 1 0 9,206 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,236 31,777 SH   DFND 1 0 31,777 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 55,402 336,257 SH   DFND 2 0 336,257 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 67,275 408,323 SH   DFND 4 0 408,323 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 31,950 193,916 SH   DFND 5 0 193,916 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 56,459 342,676 SH   DFND 6 0 342,676 0
ALIGN TECHNOLOGY INC COM 016255101 32,573 83,260 SH   DFND 1 0 26,369 0
ALLEGHANY CORP DEL COM 017175100 238 364 SH   DFND 1 0 364 0
ALLEGION PUB LTD CO ORD SHS G0176J109 7,554 83,406 SH   DFND 1 0 79,421 0
ALLERGAN PLC SHS G0177J108 24,949 130,979 SH   DFND 6 0 130,979 0
ALLERGAN PLC SHS G0177J108 53,344 280,053 SH   DFND 1 0 137,737 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,246 9,511 SH   DFND 1 0 9,511 0
ALLIANT ENERGY CORP COM 018802108 824 19,352 SH   DFND 1 0 19,352 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12,034 231,383 SH   DFND 1 0 231,383 0
ALLSTATE CORP COM 020002101 21,996 222,856 SH   DFND 1 0 198,947 0
ALLY FINL INC COM 02005N100 1,420 53,681 SH   DFND 1 0 30,076 0
ALPHABET INC CAP STK CL C 02079K107 59,018 49,451 SH   DFND 1 0 18,791 0
ALPHABET INC CAP STK CL C 02079K107 551 462 SH   DFND 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 62,496 52,365 SH   DFND 5 0 52,365 0
ALPHABET INC CAP STK CL C 02079K107 6,442 5,398 SH   DFND 6 0 5,398 0
ALPHABET INC CAP STK CL A 02079K305 25,763 21,343 SH   DFND 2 0 21,343 0
ALPHABET INC CAP STK CL A 02079K305 113,766 94,249 SH   DFND 6 0 94,249 0
ALPHABET INC CAP STK CL A 02079K305 59,049 48,919 SH   DFND 1 0 27,700 0
ALTRIA GROUP INC COM 02209S103 2,854 47,319 SH   DFND 1 0 47,319 0
AMAZON COM INC COM 023135106 2,257 1,127 SH   DFND 5 0 1,127 0
AMAZON COM INC COM 023135106 111,132 55,483 SH   DFND 1 0 23,917 0
AMAZON COM INC COM 023135106 138,816 69,304 SH   DFND 6 0 69,304 0
AMAZON COM INC COM 023135106 32,024 15,988 SH   DFND 2 0 15,988 0
AMBEV SA SPONSORED ADR 02319V103 1,050 229,687 SH   DFND 3 0 229,687 0
AMC NETWORKS INC CL A 00164V103 479 7,222 SH   DFND 1 0 7,222 0
AMEREN CORP COM 023608102 8,440 133,508 SH   DFND 1 0 133,508 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 719 44,800 SH   DFND 3 0 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,667 103,800 SH   DFND 1 0 103,800 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,425 58,680 SH   DFND 1 0 58,680 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 11,107 269,841 SH   DFND 5 0 269,841 0
AMERICAN ELEC PWR INC COM 025537101 1,532 21,620 SH   DFND 1 0 21,620 0
AMERICAN ELEC PWR INC COM 025537101 2,976 41,980 SH   DFND 6 0 41,980 0
AMERICAN EXPRESS CO COM 025816109 4,726 44,383 SH   DFND 1 0 44,383 0
AMERICAN FINL GROUP INC OHIO COM 025932104 10,311 92,918 SH   DFND 1 0 92,729 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,162 235,819 SH   DFND 5 0 235,819 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,276 23,965 SH   DFND 1 0 23,965 0
AMERICAN TOWER CORP NEW COM 03027X100 5,644 38,843 SH   DFND 1 0 38,843 0
AMERICAN WTR WKS CO INC NEW COM 030420103 22,165 251,966 SH   DFND 1 0 198,831 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,111 46,730 SH   DFND 6 0 46,730 0
AMERIPRISE FINL INC COM 03076C106 6,813 46,137 SH   DFND 1 0 39,736 0
AMERISOURCEBERGEN CORP COM 03073E105 3,110 33,729 SH   DFND 1 0 33,729 0
AMETEK INC NEW COM 031100100 10,788 136,353 SH   DFND 1 0 128,716 0
AMGEN INC COM 031162100 15,372 74,122 SH   DFND 1 0 57,353 0
AMICUS THERAPEUTICS INC COM 03152W109 18,709 1,547,481 SH   DFND 6 0 1,518,433 0
AMPHENOL CORP NEW CL A 032095101 27,318 290,556 SH   DFND 1 0 283,975 0
ANADARKO PETE CORP COM 032511107 19,108 283,453 SH   DFND 1 0 283,453 0
ANALOG DEVICES INC COM 032654105 31,677 342,607 SH   DFND 6 0 342,607 0
ANALOG DEVICES INC COM 032654105 6,290 68,029 SH   DFND 1 0 68,029 0
ANDEAVOR COM 03349M105 658 4,289 SH   DFND 1 0 4,289 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,106 128,933 SH   DFND 6 0 128,933 0
ANNALY CAP MGMT INC COM 035710409 458 44,751 SH   DFND 1 0 42,752 0
ANNALY CAP MGMT INC COM 035710409 3,537 345,702 SH   DFND 5 0 345,702 0
ANNALY CAP MGMT INC COM 035710409 1,370 133,934 SH   DFND 2 0 133,934 0
ANSYS INC COM 03662Q105 3,790 20,300 SH   DFND 1 0 20,300 0
ANTERO RES CORP COM 03674X106 742 41,902 SH   DFND 1 0 2,993 0
ANTHEM INC COM 036752103 7,767 28,343 SH   DFND 1 0 26,784 0
AON PLC SHS CL A G0408V102 21,640 140,719 SH   DFND 1 0 104,443 0
AON PLC SHS CL A G0408V102 6,156 40,031 SH   DFND 5 0 40,031 0
AON PLC SHS CL A G0408V102 57,473 373,733 SH   DFND 2 0 373,733 0
AON PLC SHS CL A G0408V102 39,254 255,260 SH   DFND 6 0 255,260 0
APACHE CORP COM 037411105 1,090 22,863 SH   DFND 1 0 22,863 0
APARTMENT INVT & MGMT CO CL A 03748R101 4,157 94,191 SH   DFND 5 0 94,191 0
APPLE INC COM 037833100 96,645 428,125 SH   DFND 1 0 280,780 0
APPLE INC COM 037833100 154,049 682,417 SH   DFND 6 0 682,417 0
APPLIED MATLS INC COM 038222105 3,052 78,962 SH   DFND 1 0 78,962 0
APTARGROUP INC COM 038336103 8,202 76,127 SH   DFND 1 0 76,127 0
APTIV PLC SHS G6095L109 20,633 245,924 SH   DFND 1 0 183,739 0
APTIV PLC SHS G6095L109 29,096 346,797 SH   DFND 6 0 346,797 0
AQUA AMERICA INC COM 03836W103 7,576 205,324 SH   DFND 6 0 200,187 0
ARAMARK COM 03852U106 5,376 124,958 SH   DFND 1 0 104,724 0
ARCH CAP GROUP LTD ORD G0450A105 426 14,295 SH   DFND 1 0 14,295 0
ARCHER DANIELS MIDLAND CO COM 039483102 28,275 562,465 SH   DFND 1 0 49,257 0
ARCONIC INC COM 03965L100 252 11,431 SH   DFND 1 0 11,431 0
ARISTA NETWORKS INC COM 040413106 449 1,688 SH   DFND 1 0 1,688 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 16,852 89,629 SH   DFND 2 0 806,661 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 5,494 29,221 SH   DFND 6 0 29,221 0
AT&T INC COM 00206R102 15,841 471,739 SH   DFND 1 0 433,359 0
AT&T INC COM 00206R102 8,721 259,721 SH   DFND 6 0 259,721 0
ATHENE HLDG LTD CL A G0684D107 201 3,887 SH   DFND 1 0 3,887 0
ATMOS ENERGY CORP COM 049560105 238 2,532 SH   DFND 1 0 2,532 0
AUTODESK INC COM 052769106 5,073 32,497 SH   DFND 1 0 13,328 0
AUTOLIV INC COM 052800109 382 4,412 SH   DFND 1 0 4,412 0
AUTOMATIC DATA PROCESSING IN COM 053015103 15,032 99,774 SH   DFND 1 0 97,348 0
AUTOZONE INC COM 053332102 3,028 3,903 SH   DFND 1 0 3,903 0
AVALONBAY CMNTYS INC COM 053484101 1,473 8,133 SH   DFND 1 0 8,133 0
AVALONBAY CMNTYS INC COM 053484101 11,472 63,331 SH   DFND 5 0 63,331 0
AVERY DENNISON CORP COM 053611109 19,365 178,722 SH   DFND 1 0 155,700 0
AVIS BUDGET GROUP COM 053774105 249 7,748 SH   DFND 1 0 7,748 0
AXALTA COATING SYS LTD COM G0750C108 344 11,790 SH   DFND 1 0 11,790 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 9,234 469,912 SH   DFND 6 0 458,155 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 288 4,992 SH   DFND 1 0 4,992 0
BAIDU INC SPON ADR REP A 056752108 51,390 224,725 SH   DFND 4 0 93,178 0
BAIDU INC SPON ADR REP A 056752108 37,901 165,736 SH   DFND 6 0 165,736 0
BAKER HUGHES A GE CO CL A 05722G100 11,944 353,055 SH   DFND 1 0 353,055 0
BALL CORP COM 058498106 20,799 472,809 SH   DFND 1 0 462,357 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 186 26,300 SH   DFND 3 0 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,804 1,243,464 SH   DFND 6 0 1,243,464 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 14,454 451,979 SH   DFND 6 0 451,979 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 321 7,700 SH   DFND 3 0 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,351 32,391 SH   DFND 6 0 32,391 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 943 22,600 SH   DFND 1 0 22,600 0
BANK AMER CORP COM 060505104 34,218 1,161,522 SH   DFND 1 0 981,933 0
BANK AMER CORP COM 060505104 17,734 601,973 SH   DFND 6 0 601,973 0
BANK MONTREAL QUE COM 063671101 1,483 17,974 SH   DFND 1 0 17,716 0
BANK N S HALIFAX COM 064149107 18,453 309,463 SH   DFND 1 0 309,094 0
BANK NEW YORK MELLON CORP COM 064058100 3,097 60,745 SH   DFND 1 0 60,745 0
BANK OZK COM 06417N103 3,395 89,434 SH   DFND 1 0 89,434 0
BANK OZK COM 06417N103 41,117 1,083,162 SH   DFND 6 0 1,074,336 0
BANK OZK COM 06417N103 43,269 1,139,865 SH   DFND 2 0 1,139,865 0
BANKUNITED INC COM 06652K103 11,012 311,080 SH   DFND 6 0 303,297 0
BARRICK GOLD CORP COM 067901108 337 30,419 SH   DFND 1 0 30,419 0
BAXTER INTL INC COM 071813109 38,255 496,234 SH   DFND 1 0 144,805 0
BB&T CORP COM 054937107 2,952 60,806 SH   DFND 1 0 60,806 0
BCE INC COM NEW 05534B760 5,343 131,858 SH   DFND 1 0 102,651 0
BCE INC COM NEW 05534B760 1,934 47,721 SH   DFND 6 0 47,721 0
BEACON ROOFING SUPPLY INC COM 073685109 11,793 325,870 SH   DFND 6 0 317,789 0
BECTON DICKINSON & CO COM 075887109 8,260 31,648 SH   DFND 1 0 31,421 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 34,044 158,963 SH   DFND 1 0 151,905 0
BERRY GLOBAL GROUP INC COM 08579W103 12,696 262,370 SH   DFND 6 0 257,627 0
BERRY GLOBAL GROUP INC COM 08579W103 1,748 36,121 SH   DFND 1 0 36,121 0
BEST BUY INC COM 086516101 6,209 78,236 SH   DFND 1 0 74,268 0
BIO TECHNE CORP COM 09073M104 265 1,296 SH   DFND 1 0 1,296 0
BIOGEN INC COM 09062X103 12,293 34,793 SH   DFND 6 0 34,793 0
BIOGEN INC COM 09062X103 26,085 73,829 SH   DFND 1 0 72,591 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 8,784 90,585 SH   DFND 6 0 90,585 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,854 39,742 SH   DFND 1 0 39,742 0
BJS RESTAURANTS INC COM 09180C106 10,098 139,865 SH   DFND 6 0 136,370 0
BLACKBERRY LTD COM 09228F103 130 11,453 SH   DFND 1 0 11,453 0
BLACKROCK INC COM 09247X101 3,514 7,456 SH   DFND 6 0 7,456 0
BLACKROCK INC COM 09247X101 16,212 34,397 SH   DFND 1 0 29,797 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 31,205 819,452 SH   DFND 5 0 819,452 0
BLOCK H & R INC COM 093671105 12,321 478,501 SH   DFND 1 0 403,561 0
BLUEBIRD BIO INC COM 09609G100 9,802 67,140 SH   DFND 6 0 67,140 0
BOEING CO COM 097023105 42,249 113,603 SH   DFND 1 0 37,340 0
BOEING CO COM 097023105 16,456 44,249 SH   DFND 6 0 44,249 0
BOOKING HLDGS INC COM 09857L108 18,253 9,200 SH   DFND 5 0 9,200 0
BOOKING HLDGS INC COM 09857L108 31,403 15,828 SH   DFND 1 0 3,115 0
BOOKING HLDGS INC COM 09857L108 12,493 6,297 SH   DFND 6 0 6,297 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 461 9,288 SH   DFND 1 0 9,288 0
BORGWARNER INC COM 099724106 3,040 71,058 SH   DFND 1 0 71,058 0
BOSTON BEER INC CL A 100557107 8,325 28,957 SH   DFND 6 0 28,232 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 8,143 596,556 SH   DFND 6 0 581,636 0
BOSTON PROPERTIES INC COM 101121101 3,295 26,767 SH   DFND 5 0 26,767 0
BOSTON PROPERTIES INC COM 101121101 1,126 9,144 SH   DFND 1 0 9,144 0
BOSTON PROPERTIES INC COM 101121101 3,947 32,070 SH   DFND 6 0 32,070 0
BOSTON SCIENTIFIC CORP COM 101137107 44,172 1,147,320 SH   DFND 6 0 1,147,320 0
BOSTON SCIENTIFIC CORP COM 101137107 12,996 337,568 SH   DFND 1 0 337,568 0
BOYD GAMING CORP COM 103304101 656 19,380 SH   DFND 1 0 19,380 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 12,312 783,178 SH   DFND 5 0 783,178 0
BRF SA SPONSORED ADR 10552T107 1,313 239,511 SH   DFND 3 0 239,511 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 6,514 525,349 SH   DFND 6 0 512,192 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,129 130,943 SH   DFND 2 0 130,943 0
BRISTOL MYERS SQUIBB CO COM 110122108 33,616 541,496 SH   DFND 1 0 515,803 0
BRISTOL MYERS SQUIBB CO COM 110122108 51,521 829,912 SH   DFND 6 0 829,912 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,517 200,859 SH   DFND 5 0 200,859 0
BROADCOM INC COM 11135F101 24,877 100,826 SH   DFND 1 0 94,456 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 17,326 131,307 SH   DFND 1 0 113,764 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 913 20,506 SH   DFND 1 0 20,506 0
BROWN FORMAN CORP CL B 115637209 3,700 73,202 SH   DFND 1 0 12,687 0
BRUNSWICK CORP COM 117043109 5,403 80,617 SH   DFND 1 0 80,617 0
BRUNSWICK CORP COM 117043109 49,708 741,695 SH   DFND 2 0 741,695 0
BRUNSWICK CORP COM 117043109 7,376 110,053 SH   DFND 6 0 110,053 0
BUNGE LIMITED COM G16962105 71,049 1,034,042 SH   DFND 6 0 1,034,042 0
BUNGE LIMITED COM G16962105 563 8,192 SH   DFND 1 0 8,192 0
BURLINGTON STORES INC COM 122017106 9,670 59,353 SH   DFND 1 0 59,353 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 12,728 129,979 SH   DFND 1 0 72,437 0
CA INC COM 12673P105 24,767 560,973 SH   DFND 1 0 26,018 0
CABOT OIL & GAS CORP COM 127097103 220 9,748 SH   DFND 1 0 9,748 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,669 58,886 SH   DFND 1 0 23,863 0
CAE INC COM 124765108 4,811 236,773 SH   DFND 1 0 221,087 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 8,439 5,100,000 PRN   DFND 1 0 5,100,000 0
CALLON PETE CO DEL COM 13123X102 1,558 129,928 SH   DFND 1 0 129,928 0
CALLON PETE CO DEL COM 13123X102 3,933 328,036 SH   DFND 2 0 328,036 0
CALLON PETE CO DEL COM 13123X102 39,036 3,255,719 SH   DFND 6 0 3,216,569 0
CAMDEN PPTY TR SH BEN INT 133131102 215 2,294 SH   DFND 1 0 2,294 0
CAMDEN PPTY TR SH BEN INT 133131102 6,382 68,205 SH   DFND 5 0 68,205 0
CAMECO CORP COM 13321L108 116 10,177 SH   DFND 1 0 10,177 0
CAMPBELL SOUP CO COM 134429109 527 14,390 SH   DFND 1 0 14,390 0
CANADIAN NAT RES LTD COM 136385101 1,453 44,479 SH   DFND 1 0 33,102 0
CANADIAN NATL RY CO COM 136375102 2,650 29,514 SH   DFND 1 0 25,306 0
CANADIAN PAC RY LTD COM 13645T100 818 3,859 SH   DFND 1 0 3,859 0
CAPITAL ONE FINL CORP COM 14040H105 1,167 12,289 SH   DFND 1 0 12,289 0
CARDINAL HEALTH INC COM 14149Y108 1,384 25,630 SH   DFND 1 0 25,630 0
CARMAX INC COM 143130102 747 10,010 SH   DFND 1 0 10,010 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,902 108,236 SH   DFND 1 0 108,236 0
CATERPILLAR INC DEL COM 149123101 56,475 370,350 SH   DFND 1 0 197,455 0
CBOE GLOBAL MARKETS INC COM 12503M108 1,525 15,879 SH   DFND 6 0 15,879 0
CBOE GLOBAL MARKETS INC COM 12503M108 853 8,680 SH   DFND 1 0 8,680 0
CBRE GROUP INC CL A 12504L109 1,148 26,043 SH   DFND 1 0 26,043 0
CBS CORP NEW CL B 124857202 1,694 29,479 SH   DFND 1 0 29,479 0
CDK GLOBAL INC COM 12508E101 7,250 115,886 SH   DFND 1 0 115,248 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,959 20,892 SH   DFND 1 0 20,685 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,318 67,375 SH   DFND 5 0 67,375 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,483 26,482 SH   DFND 2 0 26,482 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,141 22,836 SH   DFND 6 0 22,836 0
CDW CORP COM 12514G108 3,667 41,234 SH   DFND 1 0 36,595 0
CELANESE CORP DEL COM 150870103 9,149 80,258 SH   DFND 1 0 80,258 0
CELGENE CORP COM 151020104 16,466 184,000 SH   DFND 5 0 184,000 0
CELGENE CORP COM 151020104 19,685 219,964 SH   DFND 1 0 188,968 0
CEMEX SAB DE CV SPON ADR NEW 151290889 179 25,444 SH   DFND 6 0 254,440 0
CEMEX SAB DE CV SPON ADR NEW 151290889 788 111,968 SH   DFND 3 0 1,119,680 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,151 305,549 SH   DFND 1 0 305,549 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 6,038 6,000,000 PRN   DFND 1 0 6,000,000 0
CENOVUS ENERGY INC COM 15135U109 237 23,633 SH   DFND 1 0 23,633 0
CENTENE CORP DEL COM 15135B101 33,485 231,283 SH   DFND 6 0 231,283 0
CENTENE CORP DEL COM 15135B101 2,957 20,421 SH   DFND 1 0 20,421 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 4,029 184,391 SH   DFND 6 0 184,391 0
CENTERPOINT ENERGY INC COM 15189T107 685 24,760 SH   DFND 1 0 24,760 0
CENTURYLINK INC COM 156700106 5,826 274,829 SH   DFND 6 0 274,829 0
CENTURYLINK INC COM 156700106 1,280 60,362 SH   DFND 1 0 60,362 0
CERNER CORP COM 156782104 1,170 18,164 SH   DFND 1 0 18,164 0
CF INDS HLDGS INC COM 125269100 1,388 25,497 SH   DFND 1 0 25,497 0
CHARLES RIV LABS INTL INC COM 159864107 19,584 145,562 SH   DFND 6 0 143,363 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,406 4,314 SH   DFND 1 0 4,314 0
CHEMOURS CO COM 163851108 1,528 38,755 SH   DFND 1 0 38,755 0
CHENIERE ENERGY INC COM NEW 16411R208 406 5,838 SH   DFND 1 0 5,838 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 6,338 6,400,000 PRN   DFND 1 0 6,400,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 8,219 256,297 SH   DFND 5 0 256,297 0
CHEVRON CORP NEW COM 166764100 19,937 163,040 SH   DFND 1 0 162,352 0
CHEVRON CORP NEW COM 166764100 21,387 174,899 SH   DFND 5 0 174,899 0
CHEVRON CORP NEW COM 166764100 23,379 191,190 SH   DFND 6 0 191,190 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 330 727 SH   DFND 1 0 727 0
CHUBB LIMITED COM H1467J104 21,400 160,134 SH   DFND 1 0 132,136 0
CHURCH & DWIGHT INC COM 171340102 4,811 81,030 SH   DFND 1 0 75,498 0
CIENA CORP COM NEW 171779309 34,311 1,098,312 SH   DFND 6 0 1,082,403 0
CIGNA CORPORATION COM 125509109 3,846 18,470 SH   DFND 1 0 18,470 0
CIMAREX ENERGY CO COM 171798101 299 3,214 SH   DFND 1 0 3,214 0
CIMAREX ENERGY CO COM 171798101 24,416 262,710 SH   DFND 6 0 262,710 0
CINCINNATI FINL CORP COM 172062101 1,039 13,532 SH   DFND 1 0 13,532 0
CINTAS CORP COM 172908105 15,466 78,188 SH   DFND 1 0 67,800 0
CISCO SYS INC COM 17275R102 8,350 171,629 SH   DFND 5 0 171,629 0
CISCO SYS INC COM 17275R102 40,120 824,660 SH   DFND 6 0 824,660 0
CISCO SYS INC COM 17275R102 28,297 581,636 SH   DFND 2 0 581,636 0
CISCO SYS INC COM 17275R102 35,839 736,663 SH   DFND 1 0 711,000 0
CIT GROUP INC COM NEW 125581801 357 6,925 SH   DFND 1 0 6,925 0
CITIGROUP INC COM NEW 172967424 29,737 414,507 SH   DFND 1 0 64,921 0
CITIZENS FINL GROUP INC COM 174610105 1,072 27,781 SH   DFND 1 0 27,781 0
CITRIX SYS INC COM 177376100 1,483 13,337 SH   DFND 1 0 13,337 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 23,076 15,000,000 PRN   DFND 1 0 12,520,859 0
CLEAN HARBORS INC COM 184496107 2,126 29,700 SH   DFND 1 0 29,700 0
CLOROX CO DEL COM 189054109 26,620 176,984 SH   DFND 1 0 140,124 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 2,603 2,800,000 PRN   DFND 1 0 2,800,000 0
CME GROUP INC COM CL A 12572Q105 17,360 101,990 SH   DFND 1 0 101,990 0
CME GROUP INC COM CL A 12572Q105 12,255 72,000 SH   DFND 5 0 72,000 0
CMS ENERGY CORP COM 125896100 832 16,987 SH   DFND 1 0 16,987 0
CMS ENERGY CORP COM 125896100 2,662 54,318 SH   DFND 6 0 54,318 0
COCA COLA CO COM 191216100 19,778 428,260 SH   DFND 1 0 392,013 0
COGNEX CORP COM 192422103 584 10,462 SH   DFND 1 0 10,462 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 21,056 272,929 SH   DFND 1 0 272,929 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35,253 456,937 SH   DFND 2 0 456,937 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,599 59,610 SH   DFND 6 0 59,610 0
COLGATE PALMOLIVE CO COM 194162103 8,953 133,749 SH   DFND 1 0 119,677 0
COLUMBIA BKG SYS INC COM 197236102 9,460 244,003 SH   DFND 6 0 237,899 0
COLUMBIA SPORTSWEAR CO COM 198516106 27,592 296,469 SH   DFND 6 0 293,180 0
COMCAST CORP NEW CL A 20030N101 12,738 359,739 SH   DFND 1 0 236,392 0
COMCAST CORP NEW CL A 20030N101 5,824 164,476 SH   DFND 5 0 164,476 0
COMCAST CORP NEW CL A 20030N101 36,131 1,020,368 SH   DFND 2 0 574,807 0
COMCAST CORP NEW CL A 20030N101 16,564 467,766 SH   DFND 6 0 315,625 0
COMERICA INC COM 200340107 882 9,773 SH   DFND 1 0 9,773 0
COMMSCOPE HLDG CO INC COM 20337X109 518 16,850 SH   DFND 1 0 16,850 0
CONAGRA BRANDS INC COM 205887102 1,353 39,817 SH   DFND 1 0 39,817 0
CONCHO RES INC COM 20605P101 9,622 62,994 SH   DFND 6 0 62,994 0
CONCHO RES INC COM 20605P101 714 4,675 SH   DFND 1 0 4,675 0
CONOCOPHILLIPS COM 20825C104 17,659 228,156 SH   DFND 1 0 175,157 0
CONOCOPHILLIPS COM 20825C104 23,725 306,520 SH   DFND 6 0 306,520 0
CONSOLIDATED EDISON INC COM 209115104 1,876 24,617 SH   DFND 1 0 24,617 0
CONSTELLATION BRANDS INC CL A 21036P108 2,543 11,796 SH   DFND 1 0 11,796 0
CONSTELLATION BRANDS INC CL A 21036P108 21,020 97,488 SH   DFND 6 0 97,488 0
CONSTELLIUM NV CL A N22035104 606 49,101 SH   DFND 1 0 49,101 0
CONTINENTAL RESOURCES INC COM 212015101 1,000 14,647 SH   DFND 1 0 14,647 0
COOPER COS INC COM NEW 216648402 1,232 4,445 SH   DFND 1 0 3,242 0
COPART INC COM 217204106 6,044 117,283 SH   DFND 1 0 111,329 0
CORNING INC COM 219350105 2,341 66,316 SH   DFND 1 0 66,316 0
COSTAR GROUP INC COM 22160N109 407 966 SH   DFND 1 0 966 0
COSTCO WHSL CORP NEW COM 22160K105 12,107 51,545 SH   DFND 2 0 51,545 0
COSTCO WHSL CORP NEW COM 22160K105 4,320 18,391 SH   DFND 1 0 18,391 0
COSTCO WHSL CORP NEW COM 22160K105 10,218 43,501 SH   DFND 6 0 43,501 0
COTY INC COM CL A 222070203 770 61,277 SH   DFND 1 0 61,277 0
COUSINS PPTYS INC COM 222795106 3,411 383,660 SH   DFND 5 0 383,660 0
CREDICORP LTD COM G2519Y108 3,225 14,458 SH   DFND 1 0 14,458 0
CREDICORP LTD COM G2519Y108 17,430 78,135 SH   DFND 6 0 78,135 0
CREDICORP LTD COM G2519Y108 268 1,200 SH   DFND 3 0 1,200 0
CREDIT ACCEP CORP MICH COM 225310101 7,347 16,771 SH   DFND 1 0 16,771 0
CRESCENT PT ENERGY CORP COM 22576C101 84 13,155 SH   DFND 1 0 13,155 0
CRITEO S A SPONS ADS 226718104 2,203 96,015 SH   DFND 1 0 96,015 0
CRITEO S A SPONS ADS 226718104 27,964 1,218,988 SH   DFND 2 0 1,218,988 0
CRITEO S A SPONS ADS 226718104 6,584 287,018 SH   DFND 6 0 282,557 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,429 21,821 SH   DFND 1 0 21,821 0
CROWN HOLDINGS INC COM 228368106 3,155 65,730 SH   DFND 1 0 65,730 0
CSG SYS INTL INC COM 126349109 9,853 245,460 SH   DFND 6 0 239,319 0
CSX CORP COM 126408103 12,762 172,341 SH   DFND 1 0 172,341 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,182 58,694 SH   DFND 4 0 7,337 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,932 51,989 SH   DFND 6 0 51,989 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 14,787 15,200,000 PRN   DFND 1 0 12,505,153 0
CUBESMART COM 229663109 5,438 190,592 SH   DFND 5 0 190,592 0
CUBIC CORP COM 229669106 18,425 252,224 SH   DFND 6 0 247,322 0
CUMMINS INC COM 231021106 5,169 35,390 SH   DFND 1 0 31,039 0
CVS HEALTH CORP COM 126650100 21,051 267,413 SH   DFND 1 0 236,628 0
CYBERARK SOFTWARE LTD SHS M2682V108 19,330 242,107 SH   DFND 6 0 238,184 0
CYRUSONE INC COM 23283R100 7,338 115,734 SH   DFND 5 0 115,734 0
D R HORTON INC COM 23331A109 344 8,149 SH   DFND 1 0 8,149 0
DANA INCORPORATED COM 235825205 221 11,826 SH   DFND 1 0 11,826 0
DANAHER CORP DEL COM 235851102 31,442 289,359 SH   DFND 1 0 230,743 0
DANAHER CORP DEL COM 235851102 15,647 144,003 SH   DFND 5 0 144,003 0
DARDEN RESTAURANTS INC COM 237194105 5,116 46,010 SH   DFND 1 0 46,010 0
DAVITA INC COM 23918K108 230 3,211 SH   DFND 1 0 3,211 0
DEERE & CO COM 244199105 10,396 69,155 SH   DFND 1 0 69,155 0
DELEK US HLDGS INC NEW COM 24665A103 302 7,129 SH   DFND 1 0 7,129 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,207 12,433 SH   DFND 1 0 12,433 0
DELTA AIR LINES INC DEL COM NEW 247361702 24,342 420,915 SH   DFND 1 0 349,831 0
DENBURY RES INC COM NEW 247916208 332 53,477 SH   DFND 1 0 53,477 0
DENTSPLY SIRONA INC COM 24906P109 433 11,473 SH   DFND 1 0 11,473 0
DESPEGAR COM CORP ORD SHS G27358103 209 12,399 SH   DFND 6 0 12,399 0
DEVON ENERGY CORP NEW COM 25179M103 8,714 218,178 SH   DFND 6 0 218,178 0
DEVON ENERGY CORP NEW COM 25179M103 5,676 142,125 SH   DFND 1 0 142,125 0
DEXCOM INC COM 252131107 34,225 239,272 SH   DFND 6 0 237,831 0
DIAMONDBACK ENERGY INC COM 25278X109 710 5,255 SH   DFND 1 0 5,255 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,404 548,794 SH   DFND 5 0 548,794 0
DIGITAL RLTY TR INC COM 253868103 1,307 11,623 SH   DFND 1 0 11,623 0
DIGITAL RLTY TR INC COM 253868103 12,704 112,946 SH   DFND 5 0 112,946 0
DISCOVER FINL SVCS COM 254709108 12,508 163,610 SH   DFND 1 0 132,520 0
DISCOVERY INC COM SER A 25470F104 302 9,424 SH   DFND 1 0 9,424 0
DISCOVERY INC COM SER C 25470F302 519 17,551 SH   DFND 1 0 17,551 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29,939 33,700,000 PRN   DFND 1 0 33,700,000 0
DISNEY WALT CO COM DISNEY 254687106 40,474 346,109 SH   DFND 6 0 346,109 0
DISNEY WALT CO COM DISNEY 254687106 55,529 474,848 SH   DFND 1 0 246,172 0
DOLLAR GEN CORP NEW COM 256677105 1,990 18,209 SH   DFND 1 0 18,209 0
DOLLAR TREE INC COM 256746108 1,669 20,469 SH   DFND 1 0 20,469 0
DOMINION ENERGY INC COM 25746U109 1,350 19,209 SH   DFND 1 0 16,182 0
DOMINOS PIZZA INC COM 25754A201 626 2,124 SH   DFND 1 0 2,124 0
DOMINOS PIZZA INC COM 25754A201 233 791 SH   DFND 6 0 791 0
DOUGLAS EMMETT INC COM 25960P109 231 6,121 SH   DFND 5 0 6,121 0
DOVER CORP COM 260003108 1,805 20,390 SH   DFND 1 0 20,390 0
DOWDUPONT INC COM 26078J100 7,902 122,868 SH   DFND 1 0 122,868 0
DOWDUPONT INC COM 26078J100 24,373 379,000 SH   DFND 5 0 379,000 0
DR REDDYS LABS LTD ADR 256135203 861 24,876 SH   DFND 4 0 24,876 0
DTE ENERGY CO COM 233331107 5,968 54,684 SH   DFND 1 0 50,603 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,360 66,985 SH   DFND 1 0 66,985 0
DUKE REALTY CORP COM NEW 264411505 547 19,267 SH   DFND 1 0 19,267 0
DUKE REALTY CORP COM NEW 264411505 10,071 354,992 SH   DFND 5 0 354,992 0
DXC TECHNOLOGY CO COM 23355L106 6,876 73,523 SH   DFND 1 0 66,305 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 1,107 1,000,000 PRN   DFND 1 0 10,321 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,535 48,393 SH   DFND 1 0 48,393 0
EAST WEST BANCORP INC COM 27579R104 2,122 35,144 SH   DFND 1 0 35,144 0
EASTMAN CHEM CO COM 277432100 7,122 74,408 SH   DFND 1 0 71,902 0
EATON CORP PLC SHS G29183103 11,028 127,149 SH   DFND 1 0 110,080 0
EATON VANCE CORP COM NON VTG 278265103 610 11,614 SH   DFND 1 0 2,523 0
EBAY INC COM 278642103 792 23,974 SH   DFND 1 0 23,974 0
ECOLAB INC COM 278865100 18,636 118,865 SH   DFND 1 0 82,022 0
EDISON INTL COM 281020107 1,005 14,844 SH   DFND 1 0 14,844 0
EDWARDS LIFESCIENCES CORP COM 28176E108 13,234 76,013 SH   DFND 1 0 56,472 0
EDWARDS LIFESCIENCES CORP COM 28176E108 33,670 193,394 SH   DFND 6 0 193,394 0
ELECTRONIC ARTS INC COM 285512109 3,587 29,767 SH   DFND 6 0 29,767 0
ELECTRONIC ARTS INC COM 285512109 13,414 111,327 SH   DFND 1 0 100,446 0
EMCOR GROUP INC COM 29084Q100 9,151 121,839 SH   DFND 6 0 118,791 0
EMERSON ELEC CO COM 291011104 6,050 79,006 SH   DFND 1 0 79,006 0
ENBRIDGE INC COM 29250N105 5,866 181,677 SH   DFND 1 0 181,677 0
ENCANA CORP COM 292505104 276 21,069 SH   DFND 1 0 21,069 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 334 43,270 SH   DFND 3 0 2,163,500 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 612 79,228 SH   DFND 1 0 79,228 0
ENEL CHILE S A SPONSORED ADR 29278D105 1,198 239,045 SH   DFND 1 0 239,045 0
ENEL CHILE S A SPONSORED ADR 29278D105 415 82,857 SH   DFND 3 0 4,142,850 0
ENERGEN CORP COM 29265N108 246 2,858 SH   DFND 1 0 2,858 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 545 31,253 SH   DFND 1 0 31,253 0
ENTEGRIS INC COM 29362U104 45,556 1,573,626 SH   DFND 6 0 1,559,360 0
ENTERGY CORP NEW COM 29364G103 385 4,746 SH   DFND 1 0 4,746 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,806 62,851 SH   DFND 1 0 62,851 0
ENVISION HEALTHCARE CORP COM 29414D100 210 4,589 SH   DFND 1 0 4,589 0
EOG RES INC COM 26875P101 12,849 100,720 SH   DFND 5 0 100,720 0
EOG RES INC COM 26875P101 14,052 110,151 SH   DFND 6 0 110,151 0
EOG RES INC COM 26875P101 1,841 14,430 SH   DFND 1 0 14,430 0
EQT CORP COM 26884L109 640 14,472 SH   DFND 1 0 14,472 0
EQUIFAX INC COM 294429105 363 2,779 SH   DFND 1 0 2,779 0
EQUINIX INC COM PAR $0.001 29444U700 2,091 4,831 SH   DFND 1 0 4,831 0
EQUINIX INC COM PAR $0.001 29444U700 2,882 6,657 SH   DFND 6 0 6,657 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,610 37,429 SH   DFND 5 0 37,429 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 533 8,049 SH   DFND 5 0 8,049 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,443 21,782 SH   DFND 1 0 21,782 0
ESSEX PPTY TR INC COM 297178105 276 1,118 SH   DFND 5 0 1,118 0
ESSEX PPTY TR INC COM 297178105 352 1,426 SH   DFND 1 0 1,426 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 969 700,000 PRN   DFND 1 0 9,697 0
EVERCORE INC CLASS A 29977A105 9,701 96,478 SH   DFND 6 0 94,064 0
EVEREST RE GROUP LTD COM G3223R108 7,628 33,387 SH   DFND 1 0 25,563 0
EVERGY INC COM 30034W106 678 12,347 SH   DFND 1 0 12,347 0
EVERSOURCE ENERGY COM 30040W108 1,571 25,564 SH   DFND 1 0 25,564 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 12,092 680,108 SH   DFND 5 0 680,108 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 6,310 5,096,000 PRN   DFND 1 0 4,211,878 0
EXELON CORP COM 30161N101 1,043 23,896 SH   DFND 1 0 23,896 0
EXPEDIA GROUP INC COM NEW 30212P303 18,297 140,226 SH   DFND 1 0 116,706 0
EXPEDIA GROUP INC COM NEW 30212P303 4,680 35,868 SH   DFND 6 0 35,868 0
EXPEDITORS INTL WASH INC COM 302130109 3,011 40,946 SH   DFND 1 0 27,169 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,664 28,041 SH   DFND 1 0 28,041 0
EXTRA SPACE STORAGE INC COM 30225T102 259 2,990 SH   DFND 1 0 2,990 0
EXXON MOBIL CORP COM 30231G102 18,651 219,376 SH   DFND 1 0 218,420 0
EXXON MOBIL CORP COM 30231G102 2,636 31,004 SH   DFND 2 0 31,004 0
EXXON MOBIL CORP COM 30231G102 5,127 60,308 SH   DFND 5 0 60,308 0
EXXON MOBIL CORP COM 30231G102 26,505 311,747 SH   DFND 6 0 311,747 0
F M C CORP COM NEW 302491303 279 3,196 SH   DFND 1 0 3,196 0
F5 NETWORKS INC COM 315616102 3,524 17,671 SH   DFND 1 0 15,439 0
FACEBOOK INC CL A 30303M102 14,501 88,173 SH   DFND 6 0 88,173 0
FACEBOOK INC CL A 30303M102 69,122 420,297 SH   DFND 1 0 143,075 0
FACTSET RESH SYS INC COM 303075105 289 1,292 SH   DFND 1 0 1,292 0
FASTENAL CO COM 311900104 13,101 225,808 SH   DFND 1 0 195,654 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,219 25,449 SH   DFND 5 0 25,449 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 477 3,775 SH   DFND 1 0 3,775 0
FEDEX CORP COM 31428X106 23,042 95,695 SH   DFND 6 0 95,695 0
FEDEX CORP COM 31428X106 24,004 99,687 SH   DFND 1 0 84,564 0
FERRO CORP COM 315405100 11,848 510,251 SH   DFND 6 0 497,485 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 215 11,586 SH   DFND 6 0 11,586 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,249 31,742 SH   DFND 1 0 13,030 0
FIDELITY NATL INFORMATION SV COM 31620M106 5,716 52,410 SH   DFND 1 0 52,051 0
FIDELITY NATL INFORMATION SV COM 31620M106 275 2,517 SH   DFND 6 0 2,517 0
FIFTH THIRD BANCORP COM 316773100 12,083 432,781 SH   DFND 1 0 382,982 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 4,973 5,000,000 PRN   DFND 1 0 5,000,000 0
FIREEYE INC COM 31816Q101 667 39,416 SH   DFND 1 0 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,153 1,250,000 PRN   DFND 1 0 1,250,000 0
FIRST DATA CORP NEW COM CL A 32008D106 3,584 146,460 SH   DFND 1 0 146,460 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,184 101,392 SH   DFND 5 0 101,392 0
FIRST MERCHANTS CORP COM 320817109 9,814 218,141 SH   DFND 6 0 212,683 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 884 9,206 SH   DFND 1 0 9,206 0
FIRST SOLAR INC COM 336433107 9,803 202,452 SH   DFND 6 0 202,452 0
FIRSTENERGY CORP COM 337932107 13,139 353,471 SH   DFND 1 0 283,463 0
FISERV INC COM 337738108 24,619 298,851 SH   DFND 1 0 274,973 0
FIVE BELOW INC COM 33829M101 13,015 100,072 SH   DFND 6 0 98,120 0
FLEETCOR TECHNOLOGIES INC COM 339041105 12,914 56,680 SH   DFND 1 0 56,680 0
FLEX LTD ORD Y2573F102 439 33,456 SH   DFND 1 0 33,456 0
FLIR SYS INC COM 302445101 252 4,101 SH   DFND 1 0 4,101 0
FLOWSERVE CORP COM 34354P105 477 8,719 SH   DFND 1 0 8,719 0
FLUOR CORP NEW COM 343412102 1,212 20,852 SH   DFND 1 0 20,852 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,880 49,303 SH   DFND 1 0 49,303 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 556 5,618 SH   DFND 2 0 56,180 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 946 9,559 SH   DFND 3 0 95,590 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,161 21,835 SH   DFND 6 0 218,350 0
FOOT LOCKER INC COM 344849104 211 4,133 SH   DFND 1 0 4,133 0
FORD MTR CO DEL COM PAR $0.01 345370860 917 99,173 SH   DFND 1 0 99,173 0
FORTINET INC COM 34959E109 1,509 16,358 SH   DFND 1 0 16,358 0
FORTIS INC COM 349553107 630 19,438 SH   DFND 1 0 19,438 0
FORTIVE CORP COM 34959J108 10,881 129,233 SH   DFND 6 0 129,233 0
FORTIVE CORP COM 34959J108 8,953 106,327 SH   DFND 1 0 38,956 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 826 15,775 SH   DFND 1 0 10,112 0
FRANCO NEVADA CORP COM 351858105 288 4,605 SH   DFND 1 0 4,605 0
FRANKLIN RES INC COM 354613101 1,085 35,691 SH   DFND 1 0 35,691 0
FREEPORT-MCMORAN INC CL B 35671D857 470 33,747 SH   DFND 1 0 33,747 0
FRONTLINE LTD SHS NEW G3682E192 346 59,506 SH   DFND 3 0 59,506 0
GALLAGHER ARTHUR J & CO COM 363576109 1,108 14,880 SH   DFND 1 0 14,880 0
GAP INC DEL COM 364760108 5,979 207,238 SH   DFND 1 0 174,462 0
GARTNER INC COM 366651107 704 4,441 SH   DFND 1 0 2,264 0
GENERAL ELECTRIC CO COM 369604103 6,919 612,817 SH   DFND 1 0 612,817 0
GENERAL ELECTRIC CO COM 369604103 1,028 91,011 SH   DFND 5 0 91,011 0
GENERAL ELECTRIC CO COM 369604103 404 35,772 SH   DFND 2 0 35,772 0
GENERAL MLS INC COM 370334104 2,982 69,473 SH   DFND 1 0 69,473 0
GENERAL MTRS CO COM 37045V100 5,369 159,473 SH   DFND 1 0 150,273 0
GENESEE & WYO INC CL A 371559105 214 2,356 SH   DFND 1 0 2,356 0
GENUINE PARTS CO COM 372460105 669 6,728 SH   DFND 1 0 6,728 0
GEOPARK LTD USD SHS G38327105 1,639 80,366 SH   DFND 6 0 80,366 0
GILDAN ACTIVEWEAR INC COM 375916103 328 10,782 SH   DFND 1 0 10,782 0
GILEAD SCIENCES INC COM 375558103 26,827 347,454 SH   DFND 6 0 347,454 0
GILEAD SCIENCES INC COM 375558103 38,326 496,391 SH   DFND 1 0 429,979 0
GILEAD SCIENCES INC COM 375558103 7,999 103,607 SH   DFND 5 0 103,607 0
GILEAD SCIENCES INC COM 375558103 3,128 40,517 SH   DFND 2 0 40,517 0
GLOBAL PMTS INC COM 37940X102 7,466 58,604 SH   DFND 1 0 58,604 0
GODADDY INC CL A 380237107 370 4,434 SH   DFND 1 0 4,434 0
GOLDCORP INC NEW COM 380956409 217 21,295 SH   DFND 1 0 21,295 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,051 9,148 SH   DFND 1 0 9,148 0
GRACE W R & CO DEL NEW COM 38388F108 1,053 14,738 SH   DFND 1 0 14,738 0
GRACO INC COM 384109104 495 10,683 SH   DFND 1 0 10,683 0
GRAINGER W W INC COM 384802104 20,496 57,346 SH   DFND 1 0 42,435 0
GRAN TIERRA ENERGY INC COM 38500T101 37,430 9,798,352 SH   DFND 6 0 9,798,352 0
GRANITE CONSTR INC COM 387328107 16,602 363,282 SH   DFND 6 0 354,298 0
GRAPHIC PACKAGING HLDG CO COM 388689101 5,598 399,557 SH   DFND 1 0 399,557 0
GROUPE CGI INC CL A SUB VTG 39945C109 15,439 239,433 SH   DFND 1 0 234,106 0
GRUBHUB INC COM 400110102 3,615 26,081 SH   DFND 6 0 26,081 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 716 28,144 SH   DFND 6 0 28,144 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 280 11,017 SH   DFND 1 0 11,017 0
HALLIBURTON CO COM 406216101 2,900 71,542 SH   DFND 1 0 71,542 0
HALLIBURTON CO COM 406216101 17,800 439,183 SH   DFND 6 0 439,183 0
HANESBRANDS INC COM 410345102 891 48,341 SH   DFND 1 0 31,477 0
HARLEY DAVIDSON INC COM 412822108 464 10,234 SH   DFND 1 0 10,234 0
HARRIS CORP DEL COM 413875105 16,149 95,439 SH   DFND 1 0 89,346 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,394 127,979 SH   DFND 1 0 127,979 0
HASBRO INC COM 418056107 9,962 94,772 SH   DFND 1 0 94,772 0
HASBRO INC COM 418056107 41,482 394,613 SH   DFND 2 0 394,613 0
HASBRO INC COM 418056107 2,996 28,505 SH   DFND 5 0 28,505 0
HASBRO INC COM 418056107 8,390 79,817 SH   DFND 6 0 79,817 0
HCA HEALTHCARE INC COM 40412C101 16,021 115,174 SH   DFND 1 0 99,193 0
HCA HEALTHCARE INC COM 40412C101 235 1,691 SH   DFND 5 0 1,691 0
HCP INC COM 40414L109 4,143 157,423 SH   DFND 5 0 157,423 0
HCP INC COM 40414L109 712 27,063 SH   DFND 1 0 27,063 0
HD SUPPLY HLDGS INC COM 40416M105 7,008 163,770 SH   DFND 1 0 156,046 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 9,735 103,453 SH   DFND 5 0 103,453 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,052 74,943 SH   DFND 4 0 224,829 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 27,943 296,948 SH   DFND 6 0 296,948 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 17,049 639,249 SH   DFND 5 0 639,249 0
HENRY JACK & ASSOC INC COM 426281101 5,859 36,602 SH   DFND 1 0 32,008 0
HERSHEY CO COM 427866108 1,275 12,498 SH   DFND 1 0 12,498 0
HESS CORP COM 42809H107 830 11,591 SH   DFND 2 0 11,591 0
HESS CORP COM 42809H107 10,482 146,443 SH   DFND 1 0 95,672 0
HESS CORP COM 42809H107 19,939 278,556 SH   DFND 6 0 278,556 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,371 145,427 SH   DFND 1 0 90,247 0
HEXCEL CORP NEW COM 428291108 48,891 729,168 SH   DFND 6 0 723,373 0
HIGHWOODS PPTYS INC COM 431284108 11,904 251,874 SH   DFND 6 0 245,573 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 22,030 272,716 SH   DFND 6 0 272,716 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,298 40,824 SH   DFND 1 0 40,824 0
HOLLYFRONTIER CORP COM 436106108 13,879 198,548 SH   DFND 1 0 135,007 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 802 37,515 SH   DFND 4 0 37,515 0
HOLOGIC INC COM 436440101 590 14,395 SH   DFND 1 0 14,395 0
HOME DEPOT INC COM 437076102 42,725 206,253 SH   DFND 1 0 197,166 0
HOME DEPOT INC COM 437076102 50,963 246,020 SH   DFND 6 0 246,020 0
HONEYWELL INTL INC COM 438516106 30,570 183,716 SH   DFND 6 0 183,716 0
HONEYWELL INTL INC COM 438516106 16,806 101,000 SH   DFND 5 0 101,000 0
HONEYWELL INTL INC COM 438516106 19,257 115,725 SH   DFND 1 0 111,836 0
HONEYWELL INTL INC COM 438516106 552 3,317 SH   DFND 2 0 3,317 0
HORMEL FOODS CORP COM 440452100 648 16,456 SH   DFND 1 0 16,456 0
HOST HOTELS & RESORTS INC COM 44107P104 959 45,471 SH   DFND 1 0 45,471 0
HOST HOTELS & RESORTS INC COM 44107P104 10,231 484,894 SH   DFND 5 0 484,894 0
HP INC COM 40434L105 4,283 166,200 SH   DFND 1 0 166,200 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 2,961 91,681 SH   DFND 6 0 91,681 0
HUBBELL INC COM 443510607 4,289 32,107 SH   DFND 1 0 0 0
HUDSON PAC PPTYS INC COM 444097109 4,118 125,863 SH   DFND 5 0 125,863 0
HUMANA INC COM 444859102 2,800 8,272 SH   DFND 1 0 8,272 0
HUNT J B TRANS SVCS INC COM 445658107 8,800 73,987 SH   DFND 1 0 62,673 0
HUNTINGTON BANCSHARES INC COM 446150104 384 25,712 SH   DFND 1 0 25,712 0
HUNTINGTON INGALLS INDS INC COM 446413106 19,401 75,761 SH   DFND 1 0 64,692 0
HUNTSMAN CORP COM 447011107 1,707 62,674 SH   DFND 1 0 62,674 0
IAC INTERACTIVECORP COM 44919P508 388 1,792 SH   DFND 1 0 1,792 0
IBERIABANK CORP COM 450828108 24,076 295,953 SH   DFND 6 0 290,687 0
ICICI BK LTD ADR 45104G104 2,413 284,168 SH   DFND 4 0 568,336 0
IDEX CORP COM 45167R104 680 4,514 SH   DFND 1 0 2,255 0
IDEXX LABS INC COM 45168D104 1,234 4,942 SH   DFND 1 0 4,942 0
ILLINOIS TOOL WKS INC COM 452308109 24,366 172,662 SH   DFND 1 0 154,024 0
ILLUMINA INC COM 452327109 1,337 3,643 SH   DFND 1 0 3,643 0
ILLUMINA INC COM 452327109 11,188 30,481 SH   DFND 6 0 30,481 0
ILLUMINA INC NOTE 6/1 452327AF6 21,711 14,900,000 PRN   DFND 1 0 11,505,898 0
IMMUNOGEN INC COM 45253H101 8,881 937,835 SH   DFND 6 0 921,479 0
IMPERIAL OIL LTD COM NEW 453038408 7,033 217,280 SH   DFND 1 0 214,578 0
INCYTE CORP COM 45337C102 325 4,703 SH   DFND 1 0 4,703 0
INFOSYS LTD SPONSORED ADR 456788108 1,052 103,402 SH   DFND 4 0 103,402 0
INFOSYS LTD SPONSORED ADR 456788108 1,703 168,032 SH   DFND 1 0 0 0
INGERSOLL-RAND PLC SHS G47791101 8,327 81,393 SH   DFND 1 0 39,475 0
INGERSOLL-RAND PLC SHS G47791101 21,760 212,706 SH   DFND 6 0 212,706 0
INGREDION INC COM 457187102 579 5,514 SH   DFND 1 0 5,514 0
INSMED INC NOTE 1.750% 1/1 457669AA7 1,674 1,975,000 PRN   DFND 1 0 1,975,000 0
INSULET CORP COM 45784P101 28,063 264,868 SH   DFND 6 0 261,774 0
INTEL CORP COM 458140100 32,827 694,172 SH   DFND 1 0 648,154 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 2,289 1,000,000 PRN   DFND 1 0 48,847 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 36,963 493,559 SH   DFND 6 0 493,559 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,384 18,477 SH   DFND 1 0 18,477 0
INTERFACE INC COM 458665304 9,251 396,179 SH   DFND 6 0 386,267 0
INTERNATIONAL BUSINESS MACHS COM 459200101 25,816 170,730 SH   DFND 1 0 170,730 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 19,477 140,000 SH   DFND 5 0 140,000 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,008 28,807 SH   DFND 1 0 28,364 0
INTERPUBLIC GROUP COS INC COM 460690100 406 17,733 SH   DFND 1 0 17,733 0
INTERXION HOLDING N.V SHS N47279109 1,925 28,604 SH   DFND 1 0 28,604 0
INTERXION HOLDING N.V SHS N47279109 1,404 20,868 SH   DFND 5 0 20,868 0
INTL PAPER CO COM 460146103 886 18,033 SH   DFND 1 0 18,033 0
INTUIT COM 461202103 18,902 83,121 SH   DFND 1 0 78,113 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,651 2,876 SH   DFND 1 0 2,876 0
INVESCO LTD SHS G491BT108 731 31,940 SH   DFND 1 0 31,940 0
INVESCO LTD SHS G491BT108 1,469 64,208 SH   DFND 6 0 64,208 0
INVITATION HOMES INC COM 46187W107 5,456 238,154 SH   DFND 5 0 238,154 0
IPG PHOTONICS CORP COM 44980X109 4,184 26,808 SH   DFND 1 0 26,808 0
IPG PHOTONICS CORP COM 44980X109 5,568 35,678 SH   DFND 6 0 35,678 0
IPG PHOTONICS CORP COM 44980X109 35,983 230,559 SH   DFND 2 0 230,559 0
IQVIA HLDGS INC COM 46266C105 1,186 9,141 SH   DFND 1 0 9,141 0
IRON MTN INC NEW COM 46284V101 554 16,038 SH   DFND 1 0 16,038 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 21,831 1,182,623 SH   DFND 6 0 1,161,057 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7,388 7,000,000 PRN   DFND 1 0 6,014,969 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 557 50,744 SH   DFND 3 0 0 0
JABIL INC COM 466313103 6,173 227,955 SH   DFND 1 0 227,955 0
JACK IN THE BOX INC COM 466367109 9,330 111,298 SH   DFND 6 0 108,514 0
JACOBS ENGR GROUP INC DEL COM 469814107 242 3,168 SH   DFND 1 0 3,168 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,841 142,469 SH   DFND 6 0 142,469 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,762 139,550 SH   DFND 2 0 139,550 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 8,632 320,164 SH   DFND 5 0 320,164 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,230 82,730 SH   DFND 1 0 82,730 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8,135 8,000,000 PRN   DFND 1 0 7,004,566 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 42,626 253,528 SH   DFND 6 0 253,528 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,290 19,569 SH   DFND 1 0 17,614 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,997 23,775 SH   DFND 2 0 23,775 0
JOHNSON & JOHNSON COM 478160104 2,239 16,205 SH   DFND 2 0 16,205 0
JOHNSON & JOHNSON COM 478160104 35,033 253,550 SH   DFND 1 0 236,742 0
JOHNSON & JOHNSON COM 478160104 27,831 201,429 SH   DFND 5 0 201,429 0
JOHNSON CTLS INTL PLC SHS G51502105 5,405 154,431 SH   DFND 1 0 154,431 0
JONES LANG LASALLE INC COM 48020Q107 328 2,276 SH   DFND 1 0 2,276 0
JPMORGAN CHASE & CO COM 46625H100 768 6,805 SH   DFND 2 0 6,805 0
JPMORGAN CHASE & CO COM 46625H100 13,787 122,182 SH   DFND 1 0 122,182 0
JPMORGAN CHASE & CO COM 46625H100 24,655 218,494 SH   DFND 6 0 218,494 0
JPMORGAN CHASE & CO COM 46625H100 39,720 352,000 SH   DFND 5 0 352,000 0
JUNIPER NETWORKS INC COM 48203R104 632 21,081 SH   DFND 1 0 21,081 0
K2M GROUP HLDGS INC COM 48273J107 6,562 239,743 SH   DFND 6 0 233,745 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,253 11,064 SH   DFND 1 0 8,264 0
KEANE GROUP INC COM 48669A108 15,847 1,281,071 SH   DFND 6 0 1,260,461 0
KELLOGG CO COM 487836108 4,812 68,723 SH   DFND 1 0 21,280 0
KEURIG DR PEPPER INC COM 49271V100 459 19,818 SH   DFND 1 0 19,818 0
KEYCORP NEW COM 493267108 18,920 951,207 SH   DFND 1 0 782,001 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 323 4,870 SH   DFND 1 0 4,870 0
KIMBERLY CLARK CORP COM 494368103 21,466 188,896 SH   DFND 1 0 146,614 0
KIMCO RLTY CORP COM 49446R109 203 12,129 SH   DFND 1 0 12,129 0
KIMCO RLTY CORP COM 49446R109 25,382 1,516,221 SH   DFND 5 0 1,516,221 0
KINDER MORGAN INC DEL COM 49456B101 1,999 112,743 SH   DFND 1 0 112,743 0
KINROSS GOLD CORP COM NO PAR 496902404 90 33,279 SH   DFND 1 0 33,279 0
KKR & CO INC CL A 48251W104 2,300 84,335 SH   DFND 1 0 73,051 0
KLA-TENCOR CORP COM 482480100 2,507 24,650 SH   DFND 1 0 24,650 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,805 52,345 SH   DFND 1 0 2,008 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 13,375 387,897 SH   DFND 6 0 378,282 0
KOHLS CORP COM 500255104 8,380 112,408 SH   DFND 1 0 97,216 0
KRAFT HEINZ CO COM 500754106 2,082 37,787 SH   DFND 1 0 37,787 0
KROGER CO COM 501044101 4,015 137,913 SH   DFND 1 0 118,247 0
L BRANDS INC COM 501797104 5,195 171,461 SH   DFND 1 0 95,116 0
L BRANDS INC COM 501797104 4,181 138,002 SH   DFND 5 0 138,002 0
L BRANDS INC COM 501797104 1,293 42,687 SH   DFND 6 0 42,687 0
L BRANDS INC COM 501797104 1,993 65,790 SH   DFND 2 0 65,790 0
L3 TECHNOLOGIES INC COM 502413107 380 1,788 SH   DFND 1 0 1,788 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,266 82,142 SH   DFND 1 0 82,142 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 19,706 113,462 SH   DFND 5 0 113,462 0
LAM RESEARCH CORP COM 512807108 19,657 129,577 SH   DFND 6 0 129,577 0
LAM RESEARCH CORP COM 512807108 14,890 98,152 SH   DFND 1 0 96,455 0
LAM RESEARCH CORP COM 512807108 17,749 117,000 SH   DFND 5 0 117,000 0
LAS VEGAS SANDS CORP COM 517834107 3,886 65,502 SH   DFND 2 0 65,502 0
LAS VEGAS SANDS CORP COM 517834107 2,092 35,257 SH   DFND 1 0 35,257 0
LAS VEGAS SANDS CORP COM 517834107 31,128 524,652 SH   DFND 5 0 524,652 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 216 23,000 SH   DFND 1 0 23,000 0
LAUDER ESTEE COS INC CL A 518439104 40,344 277,624 SH   DFND 1 0 238,639 0
LAZARD LTD SHS A G54050102 204 4,243 SH   DFND 1 0 4,243 0
LEAR CORP COM NEW 521865204 4,961 34,214 SH   DFND 1 0 34,214 0
LEGGETT & PLATT INC COM 524660107 7,695 175,716 SH   DFND 1 0 124,462 0
LEGGETT & PLATT INC COM 524660107 4,959 113,243 SH   DFND 6 0 113,243 0
LEGGETT & PLATT INC COM 524660107 38,970 889,924 SH   DFND 2 0 889,924 0
LEGGETT & PLATT INC COM 524660107 6,696 152,903 SH   DFND 5 0 152,903 0
LEIDOS HLDGS INC COM 525327102 242 3,501 SH   DFND 1 0 3,501 0
LENNAR CORP CL A 526057104 303 6,489 SH   DFND 1 0 6,489 0
LENNOX INTL INC COM 526107107 1,356 6,208 SH   DFND 1 0 6,208 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 415 14,349 SH   DFND 1 0 11,262 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,189 42,216 SH   DFND 1 0 34,077 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 15,797 13,000,000 PRN   DFND 1 0 12,001,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 8,186 6,981,000 PRN   DFND 1 0 6,981,000 0
LIBERTY PPTY TR SH BEN INT 531172104 371 8,791 SH   DFND 1 0 8,791 0
LIBERTY PPTY TR SH BEN INT 531172104 9,969 235,948 SH   DFND 5 0 235,948 0
LILLY ELI & CO COM 532457108 20,571 191,698 SH   DFND 1 0 188,092 0
LINCOLN NATL CORP IND COM 534187109 2,787 41,189 SH   DFND 1 0 41,189 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,706 151,959 SH   DFND 6 0 151,959 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 11,115 477,038 SH   DFND 6 0 465,103 0
LIVE NATION ENTERTAINMENT IN COM 538034109 15,808 290,206 SH   DFND 6 0 290,206 0
LKQ CORP COM 501889208 495 15,617 SH   DFND 1 0 15,617 0
LOEWS CORP COM 540424108 977 19,456 SH   DFND 1 0 19,035 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 819 92,660 SH   DFND 1 0 92,660 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 280 31,640 SH   DFND 3 0 158,200 0
LOUISIANA PAC CORP COM 546347105 895 33,795 SH   DFND 1 0 33,795 0
LOWES COS INC COM 548661107 9,237 80,450 SH   DFND 1 0 80,450 0
LOXO ONCOLOGY INC COM 548862101 16,045 93,923 SH   DFND 6 0 92,027 0
LPL FINL HLDGS INC COM 50212V100 4,564 70,754 SH   DFND 1 0 70,754 0
LTC PPTYS INC COM 502175102 356 8,061 SH   DFND 5 0 8,061 0
LULULEMON ATHLETICA INC COM 550021109 17,504 107,723 SH   DFND 6 0 107,723 0
LULULEMON ATHLETICA INC COM 550021109 1,630 10,032 SH   DFND 1 0 10,032 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 8,057 6,750,000 PRN   DFND 1 0 5,028,869 0
LUXOFT HLDG INC ORD SHS CL A G57279104 32,007 675,970 SH   DFND 3 0 639,044 0
LUXOFT HLDG INC ORD SHS CL A G57279104 654 13,808 SH   DFND 1 0 13,808 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,253 119,525 SH   DFND 6 0 119,525 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,541 63,812 SH   DFND 1 0 61,396 0
M & T BK CORP COM 55261F104 2,505 15,204 SH   DFND 1 0 8,282 0
MACERICH CO COM 554382101 371 6,703 SH   DFND 1 0 6,703 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 589 653,000 PRN   DFND 1 0 5,858 0
MACYS INC COM 55616P104 13,091 376,950 SH   DFND 1 0 260,814 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 447 6,596 SH   DFND 1 0 6,596 0
MAGNA INTL INC COM 559222401 2,042 38,882 SH   DFND 1 0 16,869 0
MAGNA INTL INC COM 559222401 5,748 109,422 SH   DFND 6 0 109,422 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 416 15,173 SH   DFND 4 0 15,173 0
MANPOWERGROUP INC COM 56418H100 2,332 27,132 SH   DFND 1 0 20,478 0
MANULIFE FINL CORP COM 56501R106 4,440 248,350 SH   DFND 1 0 248,350 0
MARATHON OIL CORP COM 565849106 3,767 161,820 SH   DFND 1 0 117,415 0
MARATHON PETE CORP COM 56585A102 17,023 212,870 SH   DFND 1 0 210,618 0
MARKEL CORP COM 570535104 14,016 11,793 SH   DFND 1 0 11,775 0
MARKETAXESS HLDGS INC COM 57060D108 1,317 7,376 SH   DFND 6 0 7,376 0
MARRIOTT INTL INC NEW CL A 571903202 10,621 80,444 SH   DFND 1 0 212,195 0
MARSH & MCLENNAN COS INC COM 571748102 9,136 110,450 SH   DFND 1 0 86,536 0
MARSH & MCLENNAN COS INC COM 571748102 7,271 87,902 SH   DFND 6 0 87,902 0
MARSH & MCLENNAN COS INC COM 571748102 38,686 467,674 SH   DFND 2 0 467,674 0
MARTIN MARIETTA MATLS INC COM 573284106 225 1,238 SH   DFND 1 0 1,238 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 243 12,578 SH   DFND 1 0 12,578 0
MASCO CORP COM 574599106 236 6,447 SH   DFND 6 0 6,447 0
MASCO CORP COM 574599106 3,904 106,662 SH   DFND 1 0 90,178 0
MASIMO CORP COM 574795100 44,156 354,556 SH   DFND 6 0 350,664 0
MASTEC INC COM 576323109 206 4,614 SH   DFND 1 0 4,614 0
MASTERCARD INCORPORATED CL A 57636Q104 1,520 6,827 SH   DFND 5 0 6,827 0
MASTERCARD INCORPORATED CL A 57636Q104 27,878 125,233 SH   DFND 2 0 125,233 0
MASTERCARD INCORPORATED CL A 57636Q104 7,459 33,509 SH   DFND 6 0 33,509 0
MASTERCARD INCORPORATED CL A 57636Q104 65,687 295,076 SH   DFND 1 0 284,146 0
MATCH GROUP INC COM 57665R106 4,366 75,398 SH   DFND 6 0 75,398 0
MATCH GROUP INC COM 57665R106 2,825 48,791 SH   DFND 1 0 48,791 0
MATTEL INC COM 577081102 5,862 373,350 SH   DFND 1 0 373,350 0
MAXIM INTEGRATED PRODS INC COM 57772K101 766 13,582 SH   DFND 1 0 13,582 0
MCCORMICK & CO INC COM NON VTG 579780206 3,076 23,346 SH   DFND 1 0 13,474 0
MCDONALDS CORP COM 580135101 49,387 295,220 SH   DFND 1 0 257,209 0
MCKESSON CORP COM 58155Q103 7,329 55,253 SH   DFND 1 0 55,253 0
MEDTRONIC PLC SHS G5960L103 30,337 308,392 SH   DFND 1 0 307,791 0
MEDTRONIC PLC SHS G5960L103 22,035 224,000 SH   DFND 5 0 224,000 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 771 36,432 SH   DFND 1 0 36,432 0
MERCADOLIBRE INC COM 58733R102 331 973 SH   DFND 1 0 973 0
MERCADOLIBRE INC COM 58733R102 733 2,154 SH   DFND 6 0 2,154 0
MERCK & CO INC COM 58933Y105 6,002 84,606 SH   DFND 5 0 84,606 0
MERCK & CO INC COM 58933Y105 46,022 648,752 SH   DFND 1 0 628,319 0
MERCK & CO INC COM 58933Y105 2,359 33,254 SH   DFND 2 0 33,254 0
MERITOR INC COM 59001K100 223 11,499 SH   DFND 1 0 11,499 0
METHANEX CORP COM 59151K108 1,282 16,206 SH   DFND 1 0 2,273 0
METLIFE INC COM 59156R108 11,732 251,114 SH   DFND 1 0 232,084 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,827 4,643 SH   DFND 1 0 4,643 0
MGIC INVT CORP WIS COM 552848103 603 45,327 SH   DFND 1 0 45,327 0
MGM RESORTS INTERNATIONAL COM 552953101 296 10,593 SH   DFND 1 0 10,593 0
MICHAEL KORS HLDGS LTD SHS G60754101 13,977 203,860 SH   DFND 1 0 172,067 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,699 34,206 SH   DFND 1 0 34,206 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,120 8,000,000 PRN   DFND 1 0 8,000,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 15,429 14,500,000 PRN   DFND 1 0 12,520,401 0
MICRON TECHNOLOGY INC COM 595112103 33,891 749,309 SH   DFND 1 0 273,477 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 4,749 3,084,000 PRN   DFND 1 0 105,761 0
MICROSOFT CORP COM 594918104 27,563 241,000 SH   DFND 5 0 241,000 0
MICROSOFT CORP COM 594918104 121,882 1,065,683 SH   DFND 6 0 1,065,683 0
MICROSOFT CORP COM 594918104 105,656 923,811 SH   DFND 1 0 831,105 0
MID AMER APT CMNTYS INC COM 59522J103 9,342 93,257 SH   DFND 5 0 93,257 0
MID AMER APT CMNTYS INC COM 59522J103 221 2,208 SH   DFND 1 0 2,208 0
MIDDLEBY CORP COM 596278101 412 3,186 SH   DFND 1 0 3,186 0
MINDBODY INC COM CL A 60255W105 3,879 95,425 SH   DFND 6 0 95,425 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 35,762 4,192,472 SH   DFND 3 0 4,015,556 0
MOHAWK INDS INC COM 608190104 5,713 32,578 SH   DFND 1 0 32,578 0
MOLSON COORS BREWING CO CL B 60871R209 312 5,071 SH   DFND 1 0 5,071 0
MONDELEZ INTL INC CL A 609207105 28,826 671,000 SH   DFND 5 0 671,000 0
MONDELEZ INTL INC CL A 609207105 26,764 622,992 SH   DFND 1 0 592,924 0
MONSTER BEVERAGE CORP NEW COM 61174X109 578 9,922 SH   DFND 1 0 9,922 0
MONSTER BEVERAGE CORP NEW COM 61174X109 16,696 286,477 SH   DFND 6 0 286,477 0
MOODYS CORP COM 615369105 12,783 76,455 SH   DFND 1 0 68,952 0
MORGAN STANLEY COM NEW 617446448 3,305 70,603 SH   DFND 1 0 41,787 0
MOSAIC CO NEW COM 61945C103 11,484 353,560 SH   DFND 1 0 353,560 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,766 98,097 SH   DFND 1 0 76,842 0
MRC GLOBAL INC COM 55345K103 8,432 449,206 SH   DFND 6 0 438,075 0
MSA SAFETY INC COM 553498106 11,100 104,280 SH   DFND 6 0 101,709 0
MSC INDL DIRECT INC CL A 553530106 2,946 33,435 SH   DFND 1 0 33,435 0
MSCI INC COM 55354G100 17,333 97,699 SH   DFND 1 0 92,018 0
MSCI INC COM 55354G100 5,311 29,936 SH   DFND 6 0 29,936 0
MSCI INC COM 55354G100 935 5,268 SH   DFND 2 0 5,268 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 5,079 6,500,000 PRN   DFND 1 0 6,500,000 0
NABORS INDUSTRIES LTD SHS G6359F103 2,826 458,717 SH   DFND 6 0 458,717 0
NASDAQ INC COM 631103108 554 6,455 SH   DFND 1 0 2,741 0
NASDAQ INC COM 631103108 2,002 23,336 SH   DFND 6 0 23,336 0
NATIONAL HEALTH INVS INC COM 63633D104 5,021 66,421 SH   DFND 5 0 66,421 0
NATIONAL OILWELL VARCO INC COM 637071101 994 23,081 SH   DFND 1 0 23,081 0
NCI BUILDING SYS INC COM NEW 628852204 10,811 713,568 SH   DFND 6 0 695,715 0
NEKTAR THERAPEUTICS COM 640268108 620 10,164 SH   DFND 1 0 4,542 0
NETAPP INC COM 64110D104 673 7,840 SH   DFND 1 0 7,840 0
NETEASE INC SPONSORED ADR 64110W102 12,597 55,189 SH   DFND 4 0 937,141 0
NETFLIX INC COM 64110L106 21,510 57,493 SH   DFND 6 0 57,493 0
NETFLIX INC COM 64110L106 9,795 26,180 SH   DFND 1 0 26,180 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 23,662 192,452 SH   DFND 6 0 191,511 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 16,680 9,725,000 PRN   DFND 1 0 8,146,074 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 17,701 239,174 SH   DFND 4 0 239,174 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 16,169 218,474 SH   DFND 6 0 218,474 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 7,401 100,000 SH   DFND 5 0 100,000 0
NEW RELIC INC COM 64829B100 23,060 244,721 SH   DFND 6 0 241,270 0
NEW YORK CMNTY BANCORP INC COM 649445103 316 30,455 SH   DFND 1 0 30,455 0
NEWELL BRANDS INC COM 651229106 3,928 193,501 SH   DFND 1 0 193,501 0
NEWFIELD EXPL CO COM 651290108 2,522 87,471 SH   DFND 1 0 12,119 0
NEWMONT MINING CORP COM 651639106 926 30,672 SH   DFND 1 0 30,672 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 16,491 202,589 SH   DFND 6 0 197,520 0
NEXTERA ENERGY INC COM 65339F101 29,584 176,516 SH   DFND 1 0 142,391 0
NIELSEN HLDGS PLC SHS EUR G6518L108 420 15,174 SH   DFND 1 0 6,623 0
NIKE INC CL B 654106103 15,784 186,303 SH   DFND 6 0 186,303 0
NIKE INC CL B 654106103 7,757 91,564 SH   DFND 1 0 91,564 0
NISOURCE INC COM 65473P105 602 24,138 SH   DFND 1 0 24,138 0
NOBLE CORP PLC SHS USD G65431101 4,023 572,258 SH   DFND 1 0 572,258 0
NOBLE ENERGY INC COM 655044105 894 28,677 SH   DFND 1 0 28,677 0
NOKIA CORP SPONSORED ADR 654902204 13,457 2,411,608 SH   DFND 2 0 2,411,608 0
NORDSTROM INC COM 655664100 1,369 22,895 SH   DFND 1 0 11,470 0
NORFOLK SOUTHERN CORP COM 655844108 3,297 18,264 SH   DFND 1 0 18,264 0
NORTHERN TR CORP COM 665859104 1,297 12,702 SH   DFND 1 0 12,702 0
NORTHROP GRUMMAN CORP COM 666807102 24,435 76,993 SH   DFND 6 0 76,993 0
NORTHROP GRUMMAN CORP COM 666807102 2,170 6,836 SH   DFND 1 0 6,836 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 240 4,173 SH   DFND 1 0 4,173 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 9,811 10,400,000 PRN   DFND 1 0 9,051,430 0
NUCOR CORP COM 670346105 4,457 70,243 SH   DFND 1 0 70,243 0
NUTRIEN LTD COM 67077M108 1,674 29,018 SH   DFND 1 0 29,018 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 14,925 11,800,000 PRN   DFND 1 0 10,030,088 0
NVIDIA CORP COM 67066G104 19,281 68,612 SH   DFND 1 0 68,612 0
NVR INC COM 62944T105 6,226 2,520 SH   DFND 1 0 1,375 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 15,640 15,000,000 PRN   DFND 1 0 15,000,000 0
NXP SEMICONDUCTORS N V COM N6596X109 15,989 187,000 SH   DFND 5 0 187,000 0
NXP SEMICONDUCTORS N V COM N6596X109 21,538 251,904 SH   DFND 1 0 235,851 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 18,526 53,340 SH   DFND 6 0 53,340 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,768 16,607 SH   DFND 1 0 15,691 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 9,619 232,331 SH   DFND 6 0 226,593 0
OCCIDENTAL PETE CORP DEL COM 674599105 37,485 456,189 SH   DFND 1 0 456,189 0
OGE ENERGY CORP COM 670837103 323 8,880 SH   DFND 1 0 8,880 0
OLD DOMINION FGHT LINES INC COM 679580100 9,419 58,409 SH   DFND 1 0 50,506 0
OMEGA HEALTHCARE INVS INC COM 681936100 284 8,660 SH   DFND 5 0 8,660 0
OMNICOM GROUP INC COM 681919106 4,645 68,283 SH   DFND 1 0 63,277 0
ON SEMICONDUCTOR CORP COM 682189105 6,429 348,835 SH   DFND 6 0 348,835 0
ON SEMICONDUCTOR CORP COM 682189105 530 28,773 SH   DFND 1 0 28,773 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 13,057 11,197,000 PRN   DFND 1 0 11,197,000 0
ONEOK INC NEW COM 682680103 3,053 45,040 SH   DFND 1 0 45,040 0
OPEN TEXT CORP COM 683715106 236 6,196 SH   DFND 1 0 6,196 0
ORACLE CORP COM 68389X105 16,789 325,580 SH   DFND 1 0 268,157 0
OSHKOSH CORP COM 688239201 24,061 337,746 SH   DFND 6 0 333,209 0
OWENS CORNING NEW COM 690742101 2,339 43,092 SH   DFND 1 0 30,768 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,469 59,989 SH   DFND 6 0 59,989 0
PACCAR INC COM 693718108 1,898 27,839 SH   DFND 1 0 27,839 0
PACKAGING CORP AMER COM 695156109 5,172 47,149 SH   DFND 1 0 47,149 0
PALO ALTO NETWORKS INC COM 697435105 2,867 12,726 SH   DFND 1 0 8,335 0
PARK HOTELS RESORTS INC COM 700517105 6,432 195,979 SH   DFND 5 0 195,979 0
PARKER HANNIFIN CORP COM 701094104 7,363 40,029 SH   DFND 1 0 40,029 0
PARSLEY ENERGY INC CL A 701877102 3,251 111,155 SH   DFND 6 0 111,155 0
PAYCHEX INC COM 704326107 5,895 80,041 SH   DFND 1 0 74,060 0
PAYCOM SOFTWARE INC COM 70432V102 678 4,365 SH   DFND 1 0 4,365 0
PAYPAL HLDGS INC COM 70450Y103 8,522 97,021 SH   DFND 1 0 54,138 0
PBF ENERGY INC CL A 69318G106 1,988 39,837 SH   DFND 1 0 39,837 0
PDC ENERGY INC COM 69327R101 16,162 330,096 SH   DFND 6 0 324,493 0
PDC ENERGY INC COM 69327R101 1,921 39,229 SH   DFND 2 0 39,229 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,607 4,750,000 PRN   DFND 1 0 4,750,000 0
PEMBINA PIPELINE CORP COM 706327103 3,991 117,403 SH   DFND 1 0 115,016 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 7,050 745,284 SH   DFND 5 0 745,284 0
PEOPLES UNITED FINANCIAL INC COM 712704105 560 32,723 SH   DFND 1 0 32,723 0
PEPSICO INC COM 713448108 19,514 174,544 SH   DFND 1 0 133,525 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 13,723 1,311,966 SH   DFND 3 0 753,081 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 3,281 313,667 SH   DFND 1 0 313,667 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 231 19,113 SH   DFND 6 0 38,226 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,750 393,500 SH   DFND 3 0 787,000 0
PFIZER INC COM 717081103 54,334 1,232,893 SH   DFND 1 0 1,162,018 0
PG&E CORP COM 69331C108 25,925 563,461 SH   DFND 1 0 11,990 0
PHILIP MORRIS INTL INC COM 718172109 3,157 38,715 SH   DFND 1 0 38,715 0
PHILLIPS 66 COM 718546104 19,834 175,957 SH   DFND 1 0 175,957 0
PHYSICIANS RLTY TR COM 71943U104 3,064 181,728 SH   DFND 5 0 181,728 0
PINNACLE WEST CAP CORP COM 723484101 500 6,312 SH   DFND 1 0 6,312 0
PIONEER NAT RES CO COM 723787107 1,789 10,268 SH   DFND 1 0 10,268 0
PIONEER NAT RES CO COM 723787107 9,111 52,305 SH   DFND 6 0 52,305 0
PLANET FITNESS INC CL A 72703H101 2,687 49,723 SH   DFND 6 0 49,723 0
PLEXUS CORP COM 729132100 14,642 250,242 SH   DFND 6 0 243,982 0
PNC FINL SVCS GROUP INC COM 693475105 15,327 112,544 SH   DFND 1 0 112,544 0
POLARIS INDS INC COM 731068102 3,799 37,634 SH   DFND 1 0 15,030 0
POOL CORPORATION COM 73278L105 251 1,507 SH   DFND 1 0 1,507 0
PPG INDS INC COM 693506107 5,770 52,873 SH   DFND 1 0 44,682 0
PPL CORP COM 69351T106 917 31,337 SH   DFND 1 0 31,337 0
PRA HEALTH SCIENCES INC COM 69354M108 500 4,536 SH   DFND 1 0 4,536 0
PRAXAIR INC COM 74005P104 25,185 156,690 SH   DFND 1 0 133,592 0
PREMIER INC CL A 74051N102 3,638 79,469 SH   DFND 6 0 79,469 0
PREMIER INC CL A 74051N102 30,011 655,546 SH   DFND 2 0 655,546 0
PREMIER INC CL A 74051N102 3,404 74,356 SH   DFND 1 0 74,356 0
PRICE T ROWE GROUP INC COM 74144T108 10,587 96,966 SH   DFND 1 0 80,386 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 7,972 5,250,000 PRN   DFND 1 0 4,500,570 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,777 3,200,000 PRN   DFND 1 0 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,648 62,255 SH   DFND 1 0 62,255 0
PROCTER AND GAMBLE CO COM 742718109 58,556 703,547 SH   DFND 1 0 372,789 0
PROGRESSIVE CORP OHIO COM 743315103 33,060 465,365 SH   DFND 1 0 385,495 0
PROLOGIS INC COM 74340W103 2,433 35,888 SH   DFND 1 0 35,888 0
PROLOGIS INC COM 74340W103 11,540 170,231 SH   DFND 5 0 170,231 0
PROOFPOINT INC COM 743424103 18,759 176,418 SH   DFND 6 0 173,657 0
PRUDENTIAL FINL INC COM 744320102 14,119 139,346 SH   DFND 1 0 109,439 0
PTC INC COM 69370C100 9,488 89,348 SH   DFND 6 0 89,348 0
PTC INC COM 69370C100 3,305 31,121 SH   DFND 1 0 0 0
PTC THERAPEUTICS INC COM 69366J200 10,960 233,184 SH   DFND 6 0 228,787 0
PUBLIC STORAGE COM 74460D109 759 3,766 SH   DFND 1 0 3,766 0
PUBLIC STORAGE COM 74460D109 470 2,332 SH   DFND 5 0 2,332 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,198 22,691 SH   DFND 1 0 22,691 0
PULTE GROUP INC COM 745867101 533 21,502 SH   DFND 1 0 9,488 0
PVH CORP COM 693656100 809 5,604 SH   DFND 1 0 5,604 0
QIWI PLC SPON ADR REP B 74735M108 691 52,449 SH   DFND 3 0 52,449 0
QORVO INC COM 74736K101 233 3,035 SH   DFND 1 0 3,035 0
QTS RLTY TR INC COM CL A 74736A103 7,184 168,372 SH   DFND 5 0 168,372 0
QUALCOMM INC COM 747525103 2,570 35,681 SH   DFND 1 0 35,681 0
QUEST DIAGNOSTICS INC COM 74834L100 5,405 50,086 SH   DFND 1 0 46,045 0
QURATE RETAIL INC COM SER A 74915M100 224 10,086 SH   DFND 1 0 10,086 0
RALPH LAUREN CORP CL A 751212101 14,993 109,000 SH   DFND 1 0 92,667 0
RANDGOLD RES LTD ADR 752344309 13,895 196,958 SH   DFND 6 0 196,958 0
RANGE RES CORP COM 75281A109 4,663 274,440 SH   DFND 6 0 274,440 0
RAYMOND JAMES FINANCIAL INC COM 754730109 280 3,039 SH   DFND 1 0 3,039 0
RAYTHEON CO COM NEW 755111507 8,393 40,614 SH   DFND 1 0 32,243 0
REALTY INCOME CORP COM 756109104 11,652 204,823 SH   DFND 5 0 204,823 0
REALTY INCOME CORP COM 756109104 395 6,943 SH   DFND 1 0 6,943 0
RED HAT INC COM 756577102 25,503 187,136 SH   DFND 1 0 170,003 0
RED HAT INC COM 756577102 32,850 241,048 SH   DFND 6 0 241,048 0
REGENCY CTRS CORP COM 758849103 22,057 341,075 SH   DFND 5 0 341,075 0
REGENERON PHARMACEUTICALS COM 75886F107 786 1,946 SH   DFND 1 0 1,946 0
REGIONS FINL CORP NEW COM 7591EP100 1,222 66,596 SH   DFND 1 0 66,596 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 8,027 60,090 SH   DFND 1 0 51,542 0
REPLIGEN CORP COM 759916109 8,409 151,624 SH   DFND 6 0 148,679 0
REPUBLIC SVCS INC COM 760759100 19,009 261,614 SH   DFND 6 0 261,614 0
REPUBLIC SVCS INC COM 760759100 22,094 304,071 SH   DFND 1 0 270,030 0
RESMED INC COM 761152107 1,065 9,231 SH   DFND 1 0 9,231 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,484 58,773 SH   DFND 6 0 58,773 0
RESTAURANT BRANDS INTL INC COM 76131D103 327 5,513 SH   DFND 1 0 5,513 0
RETAIL PPTYS AMER INC CL A 76131V202 9,540 782,599 SH   DFND 5 0 782,599 0
REXFORD INDL RLTY INC COM 76169C100 12,996 406,627 SH   DFND 6 0 396,454 0
RH COM 74967X103 937 7,152 SH   DFND 1 0 7,152 0
RLJ LODGING TR COM 74965L101 14,281 648,246 SH   DFND 6 0 632,028 0
RLJ LODGING TR COM 74965L101 13,158 597,293 SH   DFND 5 0 597,293 0
ROBERT HALF INTL INC COM 770323103 500 7,105 SH   DFND 1 0 7,105 0
ROCKWELL AUTOMATION INC COM 773903109 27,250 145,316 SH   DFND 6 0 145,316 0
ROCKWELL AUTOMATION INC COM 773903109 3,932 20,968 SH   DFND 1 0 15,875 0
ROCKWELL COLLINS INC COM 774341101 11,308 80,498 SH   DFND 1 0 80,275 0
ROGERS COMMUNICATIONS INC CL B 775109200 4,094 79,630 SH   DFND 1 0 9,537 0
ROGERS COMMUNICATIONS INC CL B 775109200 5,531 107,582 SH   DFND 6 0 107,582 0
ROPER TECHNOLOGIES INC COM 776696106 5,635 19,025 SH   DFND 1 0 17,043 0
ROSS STORES INC COM 778296103 3,546 35,786 SH   DFND 6 0 35,786 0
ROSS STORES INC COM 778296103 22,807 230,144 SH   DFND 1 0 210,278 0
ROYAL BK CDA MONTREAL QUE COM 780087102 16,265 202,837 SH   DFND 1 0 202,571 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,282 9,864 SH   DFND 1 0 9,864 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,841 145,000 SH   DFND 5 0 145,000 0
RPM INTL INC COM 749685103 1,198 18,451 SH   DFND 1 0 18,451 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 16,116 15,650,000 PRN   DFND 1 0 13,348,037 0
RUSH ENTERPRISES INC CL A 781846209 844 21,463 SH   DFND 1 0 21,463 0
S&P GLOBAL INC COM 78409V104 6,591 33,731 SH   DFND 6 0 33,731 0
S&P GLOBAL INC COM 78409V104 2,769 14,171 SH   DFND 5 0 14,171 0
S&P GLOBAL INC COM 78409V104 18,756 95,992 SH   DFND 1 0 81,892 0
S&P GLOBAL INC COM 78409V104 33,297 170,415 SH   DFND 2 0 170,415 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,993 172,699 SH   DFND 5 0 172,699 0
SABRE CORP COM 78573M104 8,286 317,730 SH   DFND 5 0 317,730 0
SABRE CORP COM 78573M104 2,461 94,368 SH   DFND 1 0 94,368 0
SABRE CORP COM 78573M104 44,529 1,707,384 SH   DFND 2 0 1,707,384 0
SABRE CORP COM 78573M104 5,588 214,260 SH   DFND 6 0 214,260 0
SAGE THERAPEUTICS INC COM 78667J108 12,513 88,585 SH   DFND 6 0 88,585 0
SALESFORCE COM INC COM 79466L302 25,843 162,504 SH   DFND 6 0 162,504 0
SALESFORCE COM INC COM 79466L302 44,144 277,584 SH   DFND 1 0 99,908 0
SANDERSON FARMS INC COM 800013104 778 7,527 SH   DFND 1 0 7,527 0
SANTANDER CONSUMER USA HDG I COM 80283M101 694 34,651 SH   DFND 1 0 34,651 0
SAP SE SPON ADR 803054204 12,222 99,367 SH   DFND 2 0 99,367 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,653 10,288 SH   DFND 1 0 10,288 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 3,999 24,896 SH   DFND 6 0 24,896 0
SCHEIN HENRY INC COM 806407102 4,511 53,052 SH   DFND 6 0 53,052 0
SCHEIN HENRY INC COM 806407102 9,165 107,782 SH   DFND 1 0 107,782 0
SCHEIN HENRY INC COM 806407102 37,667 442,990 SH   DFND 2 0 442,990 0
SCHLUMBERGER LTD COM 806857108 533 8,754 SH   DFND 2 0 8,754 0
SCHLUMBERGER LTD COM 806857108 15,750 258,543 SH   DFND 1 0 216,044 0
SCHLUMBERGER LTD COM 806857108 12,772 209,660 SH   DFND 6 0 209,660 0
SCHWAB CHARLES CORP NEW COM 808513105 3,563 72,488 SH   DFND 1 0 72,488 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 8,664 182,982 SH   DFND 1 0 158,364 0
SEALED AIR CORP NEW COM 81211K100 5,199 129,487 SH   DFND 1 0 11,027 0
SEAWORLD ENTMT INC COM 81282V100 246 7,820 SH   DFND 1 0 7,820 0
SEMPRA ENERGY COM 816851109 3,245 28,530 SH   DFND 1 0 28,530 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,630 92,850 SH   DFND 5 0 92,850 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 6,595 133,094 SH   DFND 1 0 133,094 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 12,550 253,288 SH   DFND 6 0 253,288 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 20,287 409,433 SH   DFND 2 0 409,433 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,372 86,610 SH   DFND 1 0 86,610 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 46,790 754,314 SH   DFND 2 0 754,314 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,861 94,483 SH   DFND 6 0 94,483 0
SERVICENOW INC COM 81762P102 26,941 137,714 SH   DFND 6 0 137,714 0
SERVICENOW INC COM 81762P102 1,035 5,290 SH   DFND 1 0 5,290 0
SHAKE SHACK INC CL A 819047101 13,878 220,253 SH   DFND 6 0 215,462 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,862 198,148 SH   DFND 1 0 12,586 0
SHERWIN WILLIAMS CO COM 824348106 12,828 28,181 SH   DFND 1 0 21,472 0
SHOPIFY INC CL A 82509L107 336 2,046 SH   DFND 1 0 2,046 0
SIGNATURE BK NEW YORK N Y COM 82669G104 361 3,143 SH   DFND 1 0 3,143 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 6,635 5,815,000 PRN   DFND 1 0 5,815,000 0
SIMON PPTY GROUP INC NEW COM 828806109 6,640 37,566 SH   DFND 6 0 37,566 0
SIMON PPTY GROUP INC NEW COM 828806109 3,358 18,997 SH   DFND 1 0 18,997 0
SIMON PPTY GROUP INC NEW COM 828806109 68,560 387,891 SH   DFND 5 0 387,891 0
SIRIUS XM HLDGS INC COM 82968B103 14,852 2,350,017 SH   DFND 1 0 2,195,546 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,199 13,214 SH   DFND 1 0 10,819 0
SL GREEN RLTY CORP COM 78440X101 206 2,113 SH   DFND 1 0 2,113 0
SMITH A O COM 831865209 411 7,705 SH   DFND 1 0 7,705 0
SMUCKER J M CO COM NEW 832696405 926 9,021 SH   DFND 1 0 9,021 0
SNAP ON INC COM 833034101 543 2,958 SH   DFND 1 0 2,958 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 735 16,077 SH   DFND 6 0 16,077 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 251 5,500 SH   DFND 1 0 5,500 0
SONOCO PRODS CO COM 835495102 210 3,784 SH   DFND 1 0 3,784 0
SOUTHERN CO COM 842587107 11,127 255,202 SH   DFND 1 0 250,269 0
SOUTHWEST AIRLS CO COM 844741108 2,171 34,758 SH   DFND 1 0 28,230 0
SOUTHWESTERN ENERGY CO COM 845467109 1,834 358,915 SH   DFND 1 0 358,915 0
SPIRE INC COM 84857L101 9,996 135,913 SH   DFND 6 0 132,513 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,594 39,210 SH   DFND 1 0 35,139 0
SPLUNK INC COM 848637104 6,337 52,410 SH   DFND 6 0 52,410 0
SPLUNK INC COM 848637104 420 3,475 SH   DFND 1 0 3,475 0
SPRINT CORP COM SER 1 85207U105 267 40,764 SH   DFND 1 0 40,764 0
SPROUTS FMRS MKT INC COM 85208M102 10,508 383,380 SH   DFND 6 0 373,808 0
SQUARE INC CL A 852234103 46,417 468,813 SH   DFND 6 0 468,813 0
SQUARE INC CL A 852234103 614 6,204 SH   DFND 1 0 6,204 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,118 19,678 SH   DFND 1 0 19,678 0
STANLEY BLACK & DECKER INC COM 854502101 12,724 86,888 SH   DFND 1 0 86,888 0
STARBUCKS CORP COM 855244109 33,066 581,744 SH   DFND 1 0 537,706 0
STATE STR CORP COM 857477103 2,865 34,197 SH   DFND 1 0 34,197 0
STEEL DYNAMICS INC COM 858119100 7,230 159,987 SH   DFND 1 0 152,219 0
STERLING BANCORP DEL COM 85917A100 16,732 760,561 SH   DFND 6 0 743,779 0
STORE CAP CORP COM 862121100 9,285 334,109 SH   DFND 5 0 334,109 0
STRYKER CORP COM 863667101 5,478 30,833 SH   DFND 1 0 30,495 0
SUMMIT MATLS INC CL A 86614U100 12,323 677,824 SH   DFND 6 0 666,113 0
SUN LIFE FINL INC COM 866796105 1,188 29,887 SH   DFND 1 0 29,887 0
SUNCOR ENERGY INC NEW COM 867224107 8,363 216,156 SH   DFND 1 0 205,980 0
SUNCOR ENERGY INC NEW COM 867224107 13,306 343,912 SH   DFND 6 0 343,912 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 14,906 18,429,000 PRN   DFND 1 0 15,279,930 0
SUNTRUST BKS INC COM 867914103 1,357 20,313 SH   DFND 1 0 20,313 0
SVB FINL GROUP COM 78486Q101 4,635 14,913 SH   DFND 1 0 14,913 0
SYMANTEC CORP COM 871503108 797 37,470 SH   DFND 1 0 37,470 0
SYNCHRONY FINL COM 87165B103 9,865 317,400 SH   DFND 1 0 238,740 0
SYNCHRONY FINL COM 87165B103 25,480 819,831 SH   DFND 5 0 819,831 0
SYNOPSYS INC COM 871607107 8,065 81,791 SH   DFND 1 0 81,412 0
SYSCO CORP COM 871829107 8,764 119,641 SH   DFND 1 0 71,149 0
T MOBILE US INC COM 872590104 1,704 24,274 SH   DFND 1 0 7,993 0
T MOBILE US INC COM 872590104 5,275 75,166 SH   DFND 6 0 75,166 0
TABLEAU SOFTWARE INC CL A 87336U105 12,761 114,205 SH   DFND 6 0 111,388 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,334 120,787 SH   DFND 4 0 603,935 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,422 54,839 SH   DFND 1 0 54,839 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 55,468 1,256,066 SH   DFND 6 0 1,700,606 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,687 219,372 SH   DFND 5 0 219,372 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,068 114,759 SH   DFND 2 0 573,795 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 367 2,663 SH   DFND 1 0 2,663 0
TAL ED GROUP SPONSORED ADS 874080104 1,869 72,681 SH   DFND 6 0 72,681 0
TAL ED GROUP SPONSORED ADS 874080104 3,077 119,671 SH   DFND 4 0 77,422 0
TALEND S A ADS 874224207 9,441 135,375 SH   DFND 6 0 135,375 0
TANGER FACTORY OUTLET CTRS I COM 875465106 6,863 299,958 SH   DFND 2 0 299,958 0
TANGER FACTORY OUTLET CTRS I COM 875465106 9,568 418,164 SH   DFND 5 0 418,164 0
TANGER FACTORY OUTLET CTRS I COM 875465106 3,030 132,428 SH   DFND 1 0 132,428 0
TANGER FACTORY OUTLET CTRS I COM 875465106 13,357 583,789 SH   DFND 6 0 573,753 0
TAPESTRY INC COM 876030107 22,146 440,535 SH   DFND 6 0 440,535 0
TAPESTRY INC COM 876030107 13,528 269,100 SH   DFND 1 0 269,100 0
TARGA RES CORP COM 87612G101 314 5,582 SH   DFND 1 0 5,582 0
TARGET CORP COM 87612E106 6,207 70,363 SH   DFND 1 0 54,469 0
TATA MTRS LTD SPONSORED ADR 876568502 904 58,874 SH   DFND 4 0 294,370 0
TAUBMAN CTRS INC COM 876664103 8,797 147,038 SH   DFND 5 0 147,038 0
TD AMERITRADE HLDG CORP COM 87236Y108 5,964 112,896 SH   DFND 1 0 112,896 0
TE CONNECTIVITY LTD REG SHS H84989104 34,512 392,495 SH   DFND 1 0 331,204 0
TE CONNECTIVITY LTD REG SHS H84989104 17,025 193,621 SH   DFND 6 0 193,621 0
TECK RESOURCES LTD CL B 878742204 300 12,433 SH   DFND 1 0 12,433 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 416 23,874 SH   DFND 1 0 23,874 0
TELEFLEX INC COM 879369106 308 1,157 SH   DFND 1 0 1,157 0
TELUS CORP COM 87971M103 1,221 33,139 SH   DFND 6 0 33,139 0
TELUS CORP COM 87971M103 4,662 126,552 SH   DFND 1 0 120,454 0
TEMPUR SEALY INTL INC COM 88023U101 382 7,221 SH   DFND 1 0 7,221 0
TERADATA CORP DEL COM 88076W103 547 14,481 SH   DFND 1 0 4,089 0
TEREX CORP NEW COM 880779103 1,058 26,510 SH   DFND 1 0 26,510 0
TERRENO RLTY CORP COM 88146M101 2,023 53,664 SH   DFND 5 0 53,664 0
TESLA INC COM 88160R101 1,953 7,378 SH   DFND 1 0 7,378 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,065 49,792 SH   DFND 1 0 0 0
TEXAS INSTRS INC COM 882508104 21,903 204,150 SH   DFND 1 0 204,150 0
THERMO FISHER SCIENTIFIC INC COM 883556102 10,493 42,991 SH   DFND 1 0 42,760 0
THOMSON REUTERS CORP COM 884903105 462 10,124 SH   DFND 1 0 9,653 0
TIFFANY & CO NEW COM 886547108 754 5,844 SH   DFND 1 0 5,844 0
TIMKEN CO COM 887389104 7,485 150,150 SH   DFND 1 0 150,150 0
TJX COS INC NEW COM 872540109 41,144 367,295 SH   DFND 1 0 308,435 0
TJX COS INC NEW COM 872540109 434 3,871 SH   DFND 2 0 3,871 0
TJX COS INC NEW COM 872540109 1,692 15,102 SH   DFND 6 0 15,102 0
TORCHMARK CORP COM 891027104 15,471 178,458 SH   DFND 1 0 178,458 0
TORONTO DOMINION BK ONT COM NEW 891160509 17,503 287,872 SH   DFND 1 0 287,524 0
TOTAL SYS SVCS INC COM 891906109 23,958 242,633 SH   DFND 1 0 242,633 0
TRACTOR SUPPLY CO COM 892356106 592 6,509 SH   DFND 1 0 6,509 0
TRANSCANADA CORP COM 89353D107 5,733 141,688 SH   DFND 1 0 139,812 0
TRANSDIGM GROUP INC COM 893641100 719 1,932 SH   DFND 1 0 1,932 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 22,255 15,000,000 PRN   DFND 1 0 15,000,000 0
TRANSUNION COM 89400J107 13,169 178,975 SH   DFND 1 0 178,975 0
TRAVELERS COMPANIES INC COM 89417E109 11,204 86,374 SH   DFND 1 0 81,543 0
TRICO BANCSHARES COM 896095106 8,004 207,244 SH   DFND 6 0 202,061 0
TRIMBLE INC COM 896239100 4,457 102,564 SH   DFND 1 0 13,291 0
TRINITY INDS INC COM 896522109 9,814 267,836 SH   DFND 6 0 261,135 0
TRIPADVISOR INC COM 896945201 2,069 40,511 SH   DFND 6 0 40,511 0
TURQUOISE HILL RES LTD COM 900435108 25 11,623 SH   DFND 1 0 11,623 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,252 27,032 SH   DFND 1 0 27,032 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 531 11,595 SH   DFND 1 0 11,595 0
TWITTER INC COM 90184L102 483 16,967 SH   DFND 1 0 16,967 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 7,738 8,000,000 PRN   DFND 1 0 8,000,000 0
TYSON FOODS INC CL A 902494103 7,908 132,835 SH   DFND 1 0 125,982 0
UDR INC COM 902653104 637 15,756 SH   DFND 1 0 15,756 0
UGI CORP NEW COM 902681105 519 9,353 SH   DFND 1 0 3,742 0
ULTA BEAUTY INC COM 90384S303 922 3,268 SH   DFND 1 0 3,268 0
ULTA BEAUTY INC COM 90384S303 23,057 81,726 SH   DFND 6 0 81,726 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 217 673 SH   DFND 6 0 673 0
UNDER ARMOUR INC CL A 904311107 3,318 156,371 SH   DFND 1 0 156,371 0
UNION BANKSHARES CORP NEW COM 90539J109 11,249 291,948 SH   DFND 6 0 284,644 0
UNION PAC CORP COM 907818108 18,678 114,709 SH   DFND 1 0 89,784 0
UNITED CONTL HLDGS INC COM 910047109 6,478 72,736 SH   DFND 1 0 72,736 0
UNITED PARCEL SERVICE INC CL B 911312106 11,087 94,962 SH   DFND 1 0 94,962 0
UNITED RENTALS INC COM 911363109 22,435 137,132 SH   DFND 1 0 137,132 0
UNITED TECHNOLOGIES CORP COM 913017109 2,341 16,745 SH   DFND 1 0 16,745 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 805 6,295 SH   DFND 1 0 871 0
UNITEDHEALTH GROUP INC COM 91324P102 52,283 196,523 SH   DFND 1 0 182,581 0
UNITEDHEALTH GROUP INC COM 91324P102 3,739 14,056 SH   DFND 5 0 14,056 0
UNITEDHEALTH GROUP INC COM 91324P102 89,609 336,825 SH   DFND 6 0 336,825 0
UNITEDHEALTH GROUP INC COM 91324P102 55,580 208,917 SH   DFND 2 0 208,917 0
UNIVERSAL HLTH SVCS INC CL B 913903100 223 1,748 SH   DFND 5 0 175 0
UNIVERSAL HLTH SVCS INC CL B 913903100 291 2,277 SH   DFND 1 0 2,277 0
UNUM GROUP COM 91529Y106 3,738 95,668 SH   DFND 1 0 89,623 0
US BANCORP DEL COM NEW 902973304 17,811 337,257 SH   DFND 1 0 268,843 0
V F CORP COM 918204108 17,432 186,539 SH   DFND 1 0 162,489 0
VAIL RESORTS INC COM 91879Q109 4,422 16,115 SH   DFND 6 0 16,115 0
VAIL RESORTS INC COM 91879Q109 1,660 6,050 SH   DFND 1 0 6,050 0
VALE S A ADR 91912E105 19,837 1,336,735 SH   DFND 6 0 1,336,735 0
VALE S A ADR 91912E105 386 26,000 SH   DFND 3 0 26,000 0
VALERO ENERGY CORP NEW COM 91913Y100 12,707 111,713 SH   DFND 6 0 111,713 0
VALERO ENERGY CORP NEW COM 91913Y100 16,830 147,952 SH   DFND 1 0 134,964 0
VARIAN MED SYS INC COM 92220P105 15,883 141,902 SH   DFND 1 0 136,369 0
VEEVA SYS INC CL A COM 922475108 347 3,189 SH   DFND 1 0 3,189 0
VENTAS INC COM 92276F100 12,252 225,295 SH   DFND 5 0 225,295 0
VENTAS INC COM 92276F100 483 8,890 SH   DFND 1 0 8,890 0
VEON LTD SPONSORED ADR 91822M106 157,216 54,212,509 SH   DFND 3 0 51,100,187 0
VEON LTD SPONSORED ADR 91822M106 3,333 1,149,265 SH   DFND 1 0 1,149,265 0
VEREIT INC COM 92339V100 10,932 1,505,750 SH   DFND 5 0 1,505,750 0
VEREIT INC COM 92339V100 147 20,195 SH   DFND 1 0 20,195 0
VERISIGN INC COM 92343E102 6,291 39,292 SH   DFND 1 0 36,243 0
VERISK ANALYTICS INC COM 92345Y106 17,430 144,590 SH   DFND 1 0 136,658 0
VERIZON COMMUNICATIONS INC COM 92343V104 17,431 326,485 SH   DFND 1 0 305,446 0
VERIZON COMMUNICATIONS INC COM 92343V104 25,142 470,904 SH   DFND 6 0 470,904 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,098 76,749 SH   DFND 2 0 76,749 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,427 139,105 SH   DFND 5 0 139,105 0
VERTEX PHARMACEUTICALS INC COM 92532F100 60,213 312,403 SH   DFND 6 0 312,403 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,653 86,400 SH   DFND 1 0 86,400 0
VIACOM INC NEW CL B 92553P201 343 10,168 SH   DFND 1 0 10,168 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 4,422 708,709 SH   DFND 4 0 348,670 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 15,942 16,250,000 PRN   DFND 1 0 14,764,908 0
VISA INC COM CL A 92826C839 22,363 149,000 SH   DFND 5 0 149,000 0
VISA INC COM CL A 92826C839 68,851 458,733 SH   DFND 6 0 458,733 0
VISA INC COM CL A 92826C839 50,586 337,037 SH   DFND 1 0 295,561 0
VMWARE INC CL A COM 928563402 921 5,904 SH   DFND 1 0 5,904 0
VORNADO RLTY TR SH BEN INT 929042109 799 10,949 SH   DFND 1 0 10,949 0
VORNADO RLTY TR SH BEN INT 929042109 2,789 38,205 SH   DFND 5 0 38,205 0
VOYA FINL INC COM 929089100 506 10,197 SH   DFND 1 0 10,197 0
VULCAN MATLS CO COM 929160109 399 3,589 SH   DFND 1 0 3,589 0
W R BERKLEY CORPORATION COM 084423102 329 4,121 SH   DFND 1 0 3,851 0
WABCO HLDGS INC COM 92927K102 314 2,662 SH   DFND 1 0 2,662 0
WABTEC CORP COM 929740108 487 4,647 SH   DFND 1 0 4,647 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 299 4,095 SH   DFND 5 0 4,095 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,783 24,460 SH   DFND 1 0 24,460 0
WALMART INC COM 931142103 3,460 36,846 SH   DFND 1 0 36,846 0
WASTE CONNECTIONS INC COM 94106B101 1,885 23,630 SH   DFND 1 0 23,630 0
WASTE MGMT INC DEL COM 94106L109 30,754 340,354 SH   DFND 1 0 276,211 0
WATERS CORP COM 941848103 5,005 25,707 SH   DFND 1 0 11,163 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,457 29,598 SH   DFND 1 0 0 0
WAYFAIR INC CL A 94419L101 9,612 65,094 SH   DFND 6 0 63,979 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 392 415,000 PRN   DFND 1 0 53,604 0
WEC ENERGY GROUP INC COM 92939U106 1,683 25,216 SH   DFND 1 0 25,216 0
WEIBO CORP SPONSORED ADR 948596101 6,596 90,201 SH   DFND 6 0 90,201 0
WELBILT INC COM 949090104 1,696 81,216 SH   DFND 1 0 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 16,247 50,695 SH   DFND 6 0 50,164 0
WELLCARE HEALTH PLANS INC COM 94946T106 6,838 21,337 SH   DFND 1 0 21,337 0
WELLS FARGO CO NEW COM 949746101 6,070 115,496 SH   DFND 1 0 115,496 0
WELLTOWER INC COM 95040Q104 747 11,621 SH   DFND 1 0 11,621 0
WELLTOWER INC COM 95040Q104 20,130 312,960 SH   DFND 5 0 312,960 0
WESTERN ALLIANCE BANCORP COM 957638109 10,661 187,403 SH   DFND 6 0 182,715 0
WESTERN DIGITAL CORP COM 958102105 1,520 25,971 SH   DFND 1 0 25,971 0
WESTERN UN CO COM 959802109 3,105 162,885 SH   DFND 1 0 160,851 0
WESTLAKE CHEM CORP COM 960413102 4,503 54,185 SH   DFND 1 0 45,878 0
WESTROCK CO COM 96145D105 5,022 93,967 SH   DFND 1 0 20,460 0
WEX INC COM 96208T104 3,518 17,525 SH   DFND 1 0 17,525 0
WEYERHAEUSER CO COM 962166104 1,417 43,913 SH   DFND 1 0 43,913 0
WHEATON PRECIOUS METALS CORP COM 962879102 190 10,865 SH   DFND 1 0 10,865 0
WHIRLPOOL CORP COM 963320106 3,012 25,364 SH   DFND 1 0 22,897 0
WHITING PETE CORP NEW COM NEW 966387409 11,944 225,184 SH   DFND 6 0 221,846 0
WILLIAMS COS INC DEL COM 969457100 1,396 51,337 SH   DFND 1 0 51,337 0
WINGSTOP INC COM 974155103 4,855 71,121 SH   DFND 6 0 71,121 0
WIPRO LTD SPON ADR 1 SH 97651M109 621 119,139 SH   DFND 4 0 119,139 0
WISDOMTREE INVTS INC COM 97717P104 1,657 195,390 SH   DFND 6 0 195,390 0
WORKDAY INC CL A 98138H101 1,269 8,696 SH   DFND 1 0 8,696 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 288 2,977 SH   DFND 1 0 2,977 0
WORLDPAY INC CL A 981558109 32,389 319,830 SH   DFND 5 0 319,830 0
WORLDPAY INC CL A 981558109 6,062 59,858 SH   DFND 1 0 59,858 0
WORLDPAY INC CL A 981558109 240 2,367 SH   DFND 6 0 2,367 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,893 7,193,000 PRN   DFND 1 0 5,936,413 0
WYNDHAM DESTINATIONS INC COM 98310W108 783 18,063 SH   DFND 1 0 18,063 0
WYNN RESORTS LTD COM 983134107 5,407 42,553 SH   DFND 1 0 21,100 0
XCEL ENERGY INC COM 98389B100 4,032 85,408 SH   DFND 1 0 85,408 0
XEROX CORP COM NEW 984121608 401 14,849 SH   DFND 1 0 14,849 0
XILINX INC COM 983919101 7,363 91,842 SH   DFND 6 0 91,842 0
XILINX INC COM 983919101 507 6,319 SH   DFND 1 0 6,319 0
XPO LOGISTICS INC COM 983793100 1,327 11,627 SH   DFND 1 0 11,627 0
XYLEM INC COM 98419M100 20,576 257,617 SH   DFND 1 0 176,911 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 1,094 1,100,000 PRN   DFND 1 0 1,100,000 0
YUM BRANDS INC COM 988498101 1,577 17,342 SH   DFND 1 0 16,944 0
YUM CHINA HLDGS INC COM 98850P109 1,944 55,377 SH   DFND 6 0 55,377 0
ZAYO GROUP HLDGS INC COM 98919V105 418 12,027 SH   DFND 1 0 12,027 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,340 7,576 SH   DFND 1 0 7,576 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,335 40,583 SH   DFND 1 0 40,583 0
ZIMMER BIOMET HLDGS INC COM 98956P102 27,415 208,523 SH   DFND 2 0 208,523 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,352 33,103 SH   DFND 6 0 33,103 0
ZOETIS INC CL A 98978V103 9,508 103,840 SH   DFND 1 0 101,936 0